Steven Madden Semi Deviation
| SHOO Stock | | | USD 39.64 -0.38 -0.95% |
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 Steven Madden's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
With Semi Deviation at 0, Steven Madden shows low price variability. This places Steven Madden at the lower end of the volatility range for Textiles, Apparel & Luxury Goods.
Semi Deviation | = | SQRT(SV) |
| = | 0 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Steven Madden 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.
Compare Steven Madden to PeersMethodology, Assumptions & Data Sources
Steven Madden's Semi Deviation currently stands at 0. Semi Deviation for Steven Madden 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. Steven Madden operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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