Omnicom Semi Deviation
| OMC Stock | | | USD 77.64 1.37 1.80% |
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 Omnicom's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
With Semi Deviation at 2.51, Omnicom shows moderate price variability. This places Omnicom within the typical volatility range for Advertising.
Semi Deviation | = | SQRT(SV) |
| = | 2.51 | |
Semi Deviation Peers Comparison
Among sector peers, Omnicom's Semi Deviation of 2.51 is below the 3.25 group average. The range runs from 2.12 (TIM Participacoes SA) to 4.7 (Lumen Technologies). Omnicom 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 Omnicom 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.
With Semi Deviation at
2.51 and Maximum Drawdown at
18.94 , Omnicom shows a
7.55 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Omnicom.
Methodology, Assumptions & Data Sources
Omnicom's Semi Deviation currently stands at 2.51. Omnicom's Semi Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Omnicom operates in the communication services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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