Toyota Semi Deviation
| TYT Stock | | | 2,913 -65.00 -2.18% |
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 Toyota's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 9.64, Toyota exhibits elevated price variability in Semi Deviation. This places Toyota toward the higher end of the volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 9.64 | |
Semi Deviation Peers Comparison
The peer group averages 1.87 for Semi Deviation, with Toyota at 9.64 falling above that level. Readings span 1.23 (Solstad Offshore ASA) to 3.05 (Vastned Retail Belgium). Toyota 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 Toyota 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.
With Semi Deviation at
9.64 and Maximum Drawdown at
320.91 , Toyota shows a
33.27 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Toyota.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Toyota is 9.64. This Semi Deviation reading for Toyota results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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