Torm PLC Semi Variance
| TRMD Stock | | | USD 32.77 -0.14 -0.43% |
Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level. Below is Torm PLC's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
A Semi Variance of 5.43 for Torm PLC signals elevated price variability. This places Torm PLC toward the higher end of the volatility range for Stock.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 5.43 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Torm PLC's Semi Variance of 5.43 falls below the 6.63 peer average. Values range from 1.66 (Genesis Energy LP) to 11.86 (Par Pacific Holdings), with wide dispersion across the group. Torm PLC has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Torm PLC and its peers. Each point represents one equity — position along the horizontal axis shows Semi 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.
With Semi Variance at
5.43 and Maximum Drawdown at
12.30 , Torm PLC shows a
2.27 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Semi Variance for Torm PLC.
Methodology, Assumptions & Data Sources
Torm PLC's Semi Variance currently stands at 5.43. The Semi Variance for Torm PLC applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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