Shattuck Labs Downside Deviation
| STTK Stock | | | USD 6.54 -0.38 -5.49% |
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 Shattuck Labs's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
Shattuck Labs has a Downside Deviation of 3.04, indicating moderate price variability. This places Shattuck Labs within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 3.04 | |
Downside Deviation Peers Comparison
Shattuck Labs's Downside Deviation of 3.04 falls below the 5.17 peer average. Values range from 3.56 (Sutro Biopharma) to 7.9 (Zentalis Pharmaceuticals Llc), with moderate dispersion across the group. Shattuck Labs 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 Shattuck Labs 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.
The Maximum Drawdown-to-Downside Deviation ratio for Shattuck Labs sits near
7.88 , with Downside Deviation at
3.04 and Maximum Drawdown at
23.94 . This indicates Maximum Drawdown substantially exceeds Downside Deviation for Shattuck Labs.
Methodology, Assumptions & Data Sources
Shattuck Labs' Downside Deviation currently stands at 3.04. The Downside Deviation for Shattuck Labs 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. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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