SPX Corp Semi Deviation

SPXC Stock  USD 205.27  -7.47  -3.51%   
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 SPX Corp's current Semi Deviation with peer comparisons and related risk metrics.

Current Semi Deviation Value

The current Semi Deviation of 0 places SPX Corp at low price variability. This places SPX Corp at the lower end of the volatility range for Industrial Machinery & Supplies & Components.

Semi Deviation

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SQRT(SV)

 = 
0
SQRT = Square root notation
SV =   SPX Corp semi variance of returns over selected period

Semi Deviation Peers Comparison

Semi Deviation Relative To Other Indicators

The chart below plots Semi Deviation against Maximum Drawdown for SPX Corp 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 SPX Corp to Peers

Methodology, Assumptions & Data Sources

The current Semi Deviation for SPX Corp is 0. The Semi Deviation for SPX Corp 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. SPX Corp operates in the industrials 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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