Rivian Automotive Semi Deviation
| RIVN Stock | | | USD 14.22 0.04 0.28% |
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 Rivian Automotive's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 3.64, Rivian Automotive exhibits moderate price variability in Semi Deviation. This places Rivian Automotive within the typical volatility range for Automobile Manufacturers.
Semi Deviation | = | SQRT(SV) |
| = | 3.64 | |
Semi Deviation Peers Comparison
Rivian Automotive falls above the 2.16 peer average for Semi Deviation. Nio Class A leads at 2.85 while Magna International registers the lowest at 1.62. Rivian Automotive has exhibited greater 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 Rivian Automotive 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.
Rivian Automotive shows nearly
9.64 of Maximum Drawdown per unit of Semi Deviation (
3.64 versus
35.06 ). This indicates Maximum Drawdown substantially exceeds Semi Deviation for Rivian Automotive.
Methodology, Assumptions & Data Sources
Rivian Automotive has a current Semi Deviation reading of 3.64. Rivian Automotive'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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Rivian Automotive operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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