Chicago Atlantic Semi Deviation
| REFI Stock | | | USD 12.25 0.29 2.42% |
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 Chicago Atlantic's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The Semi Deviation of 1.43 for Chicago Atlantic indicates moderate price variability. This places Chicago Atlantic within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 1.43 | |
Semi Deviation Peers Comparison
Chicago Atlantic falls below the 2.25 peer average for Semi Deviation. Claros Mortgage Trust leads at 3.8 while Nexpoint Real Estate registers the lowest at 1.31. Chicago Atlantic 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 Chicago Atlantic 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.
At
1.43 for Semi Deviation and
6.39 for Maximum Drawdown, Chicago Atlantic's cross-indicator ratio sits almost
4.47 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Chicago Atlantic.
Methodology, Assumptions & Data Sources
Chicago Atlantic has a current Semi Deviation reading of 1.43. The Semi Deviation for Chicago Atlantic is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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