Reinsurance Group Semi Deviation
| RGA Stock | | | USD 210.60 -2.21 -1.04% |
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 Reinsurance Group's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 1.41 places Reinsurance Group at moderate price variability. This places Reinsurance Group within the typical volatility range for Reinsurance.
Semi Deviation | = | SQRT(SV) |
| = | 1.41 | |
Semi Deviation Peers Comparison
Among sector peers, Reinsurance Group's Semi Deviation of 1.41 is below the 1.5 group average. The range runs from 1.02 (Everest Group) to 2.13 (Assurant). Reinsurance Group 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 Reinsurance Group 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.
Reinsurance Group's Maximum Drawdown of
12.66 runs about
8.99 times its Semi Deviation of
1.41 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Reinsurance Group.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Reinsurance Group is 1.41. Reinsurance Group'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. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Reinsurance Group operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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