STMicroelectronics Downside Variance
| STMEF Pink Sheet | | | USD 56.80 -0.58 -1.01% |
The Downside Variance for STMicroelectronics is detailed below with current readings, historical data points, and sector comparisons. Each recalculation incorporates the most recent trading session's price and volume data. Review
STMicroelectronics Volatility and
STMicroelectronics Price History for a broader perspective on STMicroelectronics.
Current Downside Variance Value
The current Downside Variance of 4.95 places STMicroelectronics at elevated price variability. This places STMicroelectronics toward the higher end of the volatility range for Pink Sheet.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 4.95 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
Downside Variance Peers Comparison
Among sector peers, STMicroelectronics's Downside Variance of 4.95 is below the 13.87 group average. The range runs from 0.9903 (Silicon Laboratories) to 38.43 (Wolfspeed). STMicroelectronics has exhibited less price dispersion than the peer average over the measured period.
Downside Variance Relative To Other Indicators
The chart below plots Downside Variance against Maximum Drawdown for STMicroelectronics and its peers. Each point represents one equity — position along the horizontal axis shows Downside Variance 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.
STMicroelectronics records a Downside Variance of
4.95 and a Maximum Drawdown of
16.38 , yielding roughly
3.31 units of Maximum Drawdown per Downside Variance. This indicates Maximum Drawdown is significantly higher than Downside Variance for STMicroelectronics.
Methodology, Assumptions & Data Sources
STMicroelectronics has a current Downside Variance reading of 4.95. The Downside Variance for STMicroelectronics is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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