TG Therapeutics Semi Deviation
| TGTX Stock | | | USD 41.97 5.87 16.26% |
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 TG Therapeutics's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
TG Therapeutics has a Semi Deviation of 1.73, indicating moderate price variability. This places TG Therapeutics within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 1.73 | |
Semi Deviation Peers Comparison
The peer group averages 0.0 for Semi Deviation, with TG Therapeutics at 1.73 falling above that level. Readings span 1.78 (Protagonist Therapeutics) to 3.56 (Crispr Therapeutics AG). TG Therapeutics 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 TG Therapeutics 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.
TG Therapeutics's Maximum Drawdown of
14.19 runs about
8.19 times its Semi Deviation of
1.73 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for TG Therapeutics.
Methodology, Assumptions & Data Sources
The current Semi Deviation for TG Therapeutics is 1.73. Semi Deviation for TG Therapeutics is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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