Sensata Technologies Downside Deviation
| ST Stock | | | USD 44.34 -1.41 -3.08% |
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 Sensata Technologies's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
The current Downside Deviation of 2.2 places Sensata Technologies at moderate price variability. This places Sensata Technologies within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 2.2 | |
Downside Deviation Peers Comparison
The peer group averages 3.54 for Downside Deviation, with Sensata Technologies at 2.2 falling below that level. Readings span 2.56 (Plexus Corp) to 6.37 (Vicor). Sensata Technologies 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 Sensata Technologies 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.
Comparing Downside Deviation (
2.20 ) to Maximum Drawdown (
11.55 ) for Sensata Technologies yields a
5.25 multiple. This indicates Maximum Drawdown substantially exceeds Downside Deviation for Sensata Technologies.
Methodology, Assumptions & Data Sources
Sensata Technologies has a current Downside Deviation reading of 2.2. The Downside Deviation for Sensata Technologies 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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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