Travelers Companies Semi Variance
| TRV Stock | | | USD 301.40 0.05 0.02% |
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 Travelers Companies's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
Travelers Companies carries a Semi Variance of 1.17, consistent with moderate price variability. This places Travelers Companies within the typical volatility range for Property & Casualty Insurance.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 1.17 | |
| 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
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Travelers Companies 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.
Travelers Companies produces
4.55 in Maximum Drawdown for each unit of Semi Variance, with respective readings of
5.30 and
1.17 . This indicates Maximum Drawdown is significantly higher than Semi Variance for Travelers Companies.
Methodology, Assumptions & Data Sources
Travelers Companies' Semi Variance currently stands at 1.17. This Semi Variance reading for Travelers Companies results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Travelers Companies operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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