Triple Flag Downside Deviation
| TFPM Stock | | | USD 32.40 -0.29 -0.89% |
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 Triple Flag's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
Triple Flag's Downside Deviation of 3.28 reflects moderate price variability. This places Triple Flag within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 3.28 | |
Downside Deviation Peers Comparison
Triple Flag's Downside Deviation of 3.28 falls below the 4.4 peer average. Values range from 4.0 (Osisko Gold Ro) to 5.32 (New Gold), with tight clustering across the group. Triple Flag 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 Triple Flag 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.
Triple Flag shows nearly
3.62 of Maximum Drawdown per unit of Downside Deviation (
3.28 versus
11.88 ). This indicates Maximum Drawdown is significantly higher than Downside Deviation for Triple Flag.
Methodology, Assumptions & Data Sources
Triple Flag has a current Downside Deviation reading of 3.28. The Downside Deviation for Triple Flag is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. 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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