Valaris Semi Variance
| VAL Stock | | | USD 91.14 -0.05 -0.05% |
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 Valaris's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
Valaris registers a Semi Variance of 8.34, reflecting elevated price variability. This places Valaris toward the higher end of the volatility range for Energy Equipment & Services.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 8.34 | |
| 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
The peer group averages 7.86 for Semi Variance, with Valaris at 8.34 falling above that level. Readings span 1.25 (Archrock) to 19.02 (PBF Energy). Valaris has exhibited greater 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 Valaris 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.
The Maximum Drawdown-to-Semi Variance ratio for Valaris sits near
4.99 , with Semi Variance at
8.34 and Maximum Drawdown at
41.60 . This indicates Maximum Drawdown is significantly higher than Semi Variance for Valaris.
Methodology, Assumptions & Data Sources
Valaris has a current Semi Variance reading of 8.34. Semi Variance for Valaris 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. Valaris operates in the energy sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators