Safe Bulkers Semi Deviation
| SB Stock | | | USD 7.02 0.08 1.15% |
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 Safe Bulkers's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.96, Safe Bulkers exhibits moderate price variability in Semi Deviation. This places Safe Bulkers within the typical volatility range for Marine Transportation.
Semi Deviation | = | SQRT(SV) |
| = | 1.96 | |
Semi Deviation Peers Comparison
Safe Bulkers falls below the 2.39 peer average for Semi Deviation. Kforce Inc leads at 3.15 while Cool Company registers the lowest at 0.3708. Safe Bulkers 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 Safe Bulkers 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.
Safe Bulkers's Maximum Drawdown of
8.63 runs about
4.40 times its Semi Deviation of
1.96 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Safe Bulkers.
Methodology, Assumptions & Data Sources
Safe Bulkers has a current Semi Deviation reading of 1.96. The Semi Deviation for Safe Bulkers 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. Safe Bulkers operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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