Silicon Motion Downside Deviation
| SIMO Stock | | | USD 242.79 -1.66 -0.68% |
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 Silicon Motion's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
With Downside Deviation at 3.48, Silicon Motion shows moderate price variability. This places Silicon Motion within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 3.48 | |
Downside Deviation Peers Comparison
The peer group averages 4.87 for Downside Deviation, with Silicon Motion at 3.48 falling below that level. Readings span 3.11 (Synaptics Incorporated) to 7.08 (IPG Photonics). Silicon Motion has exhibited less price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Silicon Motion 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.
Silicon Motion shows nearly
14.06 of Maximum Drawdown per unit of Downside Deviation (
3.48 versus
48.93 ). This indicates Maximum Drawdown substantially exceeds Downside Deviation for Silicon Motion.
Methodology, Assumptions & Data Sources
Silicon Motion's Downside Deviation currently stands at 3.48. The Downside Deviation for Silicon Motion 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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