Quanta Services Semi Deviation
| PWR Stock | | | USD 745.00 -5.73 -0.76% |
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 Quanta Services's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.37, Quanta Services exhibits moderate price variability in Semi Deviation. This places Quanta Services within the typical volatility range for Construction & Engineering.
Semi Deviation | = | SQRT(SV) |
| = | 1.37 | |
Semi Deviation Peers Comparison
Quanta Services falls below the 1.89 peer average for Semi Deviation. Vertiv Holdings Co leads at 2.73 while Norfolk Southern registers the lowest at 1.08. Quanta Services 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 Quanta Services 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.
Quanta Services's Semi Deviation reads
1.37 while Maximum Drawdown reads
20.17 , a
14.71 ratio between the two. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Quanta Services.
Methodology, Assumptions & Data Sources
Quanta Services' Semi Deviation currently stands at 1.37. The Semi Deviation for Quanta Services applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Quanta Services operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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