Regal Beloit Semi Deviation
| RRX Stock | | | USD 214.36 8.10 3.93% |
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 Regal Beloit's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Regal Beloit's Semi Deviation of 3.74 reflects moderate price variability. This places Regal Beloit within the typical volatility range for Electrical Components & Equipment.
Semi Deviation | = | SQRT(SV) |
| = | 3.74 | |
Semi Deviation Peers Comparison
The peer group averages 1.89 for Semi Deviation, with Regal Beloit at 3.74 falling above that level. Readings span 1.31 (IDEX Corporation) to 2.52 (Kadant Inc). Regal Beloit 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 Regal Beloit 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.
Regal Beloit's Maximum Drawdown of
19.79 runs about
5.28 times its Semi Deviation of
3.74 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Regal Beloit.
Methodology, Assumptions & Data Sources
Regal Beloit's Semi Deviation currently stands at 3.74. The Semi Deviation for Regal Beloit 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. Regal Beloit operates in the industrials 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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