Vicor Semi Deviation
| VICR Stock | | | USD 261.52 -18.82 -6.71% |
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 Vicor's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 5.52 places Vicor at elevated price variability. This places Vicor toward the higher end of the volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 5.52 | |
Semi Deviation Peers Comparison
Among sector peers, Vicor's Semi Deviation of 5.52 is above the 2.24 group average. The range runs from 1.27 (Avnet Inc) to 3.52 (Science Applications International). Vicor 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 Vicor 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.
Vicor's Semi Deviation reads
5.52 while Maximum Drawdown reads
26.31 , a
4.76 ratio between the two. This indicates Maximum Drawdown is significantly higher than Semi Deviation for Vicor.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Vicor is 5.52. This Semi Deviation reading for Vicor results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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