High Roller Semi Variance
| ROLR Stock | | | 7.60 0.20 2.70% |
Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level. Below is High Roller's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
With Semi Variance at 34.0, High Roller shows elevated price variability. This places High Roller toward the higher end of the volatility range for Stock.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 34.0 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
High Roller falls below the 41.75 peer average for Semi Variance. Solo Brands leads at 132.78 while Ark Restaurants Corp registers the lowest at 7.94. High Roller has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for High Roller and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance 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.
High Roller's Semi Variance reads
34.00 while Maximum Drawdown reads
64.61 , a
1.90 ratio between the two. This indicates Maximum Drawdown moderately exceeds Semi Variance for High Roller.
Methodology, Assumptions & Data Sources
High Roller has a current Semi Variance reading of 34.0. The Semi Variance for High Roller applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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