Sonos Downside Deviation
| SONO Stock | | | USD 14.71 -0.51 -3.35% |
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 Sonos's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
Sonos carries a Downside Deviation of 0, consistent with low price variability. This places Sonos at the lower end of the volatility range for Consumer Electronics.
Downside Deviation | = | SQRT(DV) |
| = | 0 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Sonos 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.
Compare Sonos to PeersMethodology, Assumptions & Data Sources
Sonos has a current Downside Deviation reading of 0. The Downside Deviation for Sonos applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Sonos operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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