Stifel Financial Downside Deviation

Key Indicators . Downside Deviation . Stocks USA . 
Stock . Stifel Financial
Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target. Below is Stifel Financial's current Downside Deviation with peer comparisons and related risk metrics.

Current Downside Deviation Value

The Downside Deviation of 0 for Stifel Financial indicates low price variability. This places Stifel Financial at the lower end of the volatility range for Stock.

Downside Deviation

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SQRT(DV)

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0
SQRT = Square root notation
DV =   Downside Variance of returns over selected period

Downside Deviation Peers Comparison

Downside Deviation Relative To Other Indicators

The chart below plots Downside Deviation against Maximum Drawdown for Stifel Financial and its peers. Each point represents one equity — position along the horizontal axis shows Downside 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.

Methodology, Assumptions & Data Sources

Stifel Financial's Downside Deviation currently stands at 0. The Downside Deviation for Stifel Financial applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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