SFL Semi Deviation
| SFL Stock | | | USD 12.00 0.09 0.76% |
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 SFL's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 0.9856, SFL exhibits low price variability in Semi Deviation. This places SFL at the lower end of the volatility range for Oil & Gas Storage & Transportation.
Semi Deviation | = | SQRT(SV) |
| = | 0.9856 | |
Semi Deviation Peers Comparison
SFL falls below the 2.28 peer average for Semi Deviation. Preformed Line Products leads at 3.25 while Enviri registers the lowest at 1.61. SFL 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 SFL 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.
The Maximum Drawdown-to-Semi Deviation ratio for SFL sits near
13.54 , with Semi Deviation at
0.99 and Maximum Drawdown at
13.35 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for SFL.
Methodology, Assumptions & Data Sources
SFL's Semi Deviation currently stands at 0.9856. SFL's Semi Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. SFL 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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