Omnicom Downside Deviation
| OMC Stock | | | USD 76.91 -0.73 -0.94% |
Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target. Below is Omnicom's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
The Downside Deviation of 1.78 for Omnicom indicates moderate price variability. This places Omnicom within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 1.78 | |
Downside Deviation Peers Comparison
Among sector peers, Omnicom's Downside Deviation of 1.78 is below the 2.84 group average. The range runs from 1.97 (News Corp A) to 3.41 (Snap Inc). Omnicom has exhibited less price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Omnicom and its peers. Each point represents one equity — position along the horizontal axis shows Downside 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.
With Downside Deviation at
1.78 and Maximum Drawdown at
18.94 , Omnicom shows a
10.61 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Downside Deviation for Omnicom.
Methodology, Assumptions & Data Sources
Omnicom's Downside Deviation currently stands at 1.78. This Downside Deviation reading for Omnicom results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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