One Gas Semi Deviation
| OGS Stock | | | USD 86.66 -0.03 -0.03% |
Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level. Below is One Gas's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
With Semi Deviation at 0.9651, One Gas shows low price variability. This places One Gas at the lower end of the volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 0.9651 | |
Semi Deviation Peers Comparison
Among sector peers, One Gas's Semi Deviation of 0.9651 is below the 1.03 group average. The range runs from 0.8548 (OGE Energy) to 1.47 (NorthWestern). One Gas has exhibited less price dispersion than the peer average over the measured period.
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for One Gas and its peers. Each point represents one equity — position along the horizontal axis shows Semi Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Comparing Semi Deviation (
0.97 ) to Maximum Drawdown (
4.62 ) for One Gas yields a
4.78 multiple. This indicates Maximum Drawdown is significantly higher than Semi Deviation for One Gas.
Methodology, Assumptions & Data Sources
One Gas' Semi Deviation currently stands at 0.9651. One Gas' Semi Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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