TXNM Energy Semi Deviation
| TXNM Stock | | | USD 59.02 0.02 0.03% |
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 TXNM Energy's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
TXNM Energy has a Semi Deviation of 0.2576, indicating low price variability. This places TXNM Energy at the lower end of the volatility range for Electric Utilities.
Semi Deviation | = | SQRT(SV) |
| = | 0.2576 | |
Semi Deviation Peers Comparison
The peer group averages 1.3 for Semi Deviation, with TXNM Energy at 0.2576 falling below that level. Readings span 0.9915 (CMS Energy) to 2.05 (Enel Chile SA). TXNM Energy has exhibited less 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 TXNM Energy 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.
TXNM Energy shows nearly
4.21 of Maximum Drawdown per unit of Semi Deviation (
0.26 versus
1.09 ). This indicates Maximum Drawdown is significantly higher than Semi Deviation for TXNM Energy.
Methodology, Assumptions & Data Sources
TXNM Energy's Semi Deviation currently stands at 0.2576. TXNM Energy's Semi Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. TXNM Energy operates in the utilities sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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