Regal Beloit Semi Variance
| RRX Stock | | | USD 214.36 8.10 3.93% |
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 Regal Beloit's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
Regal Beloit carries a Semi Variance of 14.02, consistent with elevated price variability. This places Regal Beloit toward the higher end of the volatility range for Electrical Components & Equipment.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 14.02 | |
| 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
The peer group averages 3.7 for Semi Variance, with Regal Beloit at 14.02 falling above that level. Readings span 1.71 (IDEX Corporation) to 6.35 (Kadant Inc). Regal Beloit has exhibited greater 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 Regal Beloit 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.
Regal Beloit's Maximum Drawdown of
19.79 runs about
1.41 times its Semi Variance of
14.02 . This indicates Maximum Drawdown moderately exceeds Semi Variance for Regal Beloit.
Methodology, Assumptions & Data Sources
The current Semi Variance for Regal Beloit is 14.02. Semi Variance for Regal Beloit is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. 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. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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