Rio Tinto Semi Deviation
| RIO Stock | | | USD 103.11 -2.40 -2.27% |
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 Rio Tinto's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The Semi Deviation of 1.71 for Rio Tinto indicates moderate price variability. This places Rio Tinto within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 1.71 | |
Semi Deviation Peers Comparison
Rio Tinto falls below the 3.01 peer average for Semi Deviation. Newmont Goldcorp Corp leads at 3.64 while BHP Group Limited registers the lowest at 1.96. Rio Tinto 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 Rio Tinto 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.
Rio Tinto shows nearly
4.69 of Maximum Drawdown per unit of Semi Deviation (
1.71 versus
8.00 ). This indicates Maximum Drawdown is significantly higher than Semi Deviation for Rio Tinto.
Methodology, Assumptions & Data Sources
Rio Tinto has a current Semi Deviation reading of 1.71. This Semi Deviation reading for Rio Tinto results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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