Terex Semi Deviation
| TEX Stock | | | USD 64.24 3.33 5.47% |
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 Terex's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 2.73 for Terex signals moderate price variability. This places Terex within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 2.73 | |
Semi Deviation Peers Comparison
Terex's Semi Deviation of 2.73 falls above the 1.9 peer average. Values range from 0.9069 (Unifirst) to 2.57 (Kadant Inc), with moderate dispersion across the group. Terex has exhibited greater price dispersion than the peer average over the measured period.
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Terex 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.
Terex's Maximum Drawdown of
24.52 runs about
8.98 times its Semi Deviation of
2.73 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Terex.
Methodology, Assumptions & Data Sources
Terex's Semi Deviation currently stands at 2.73. Semi Deviation for Terex is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. 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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