Vanda Pharmaceuticals Semi Variance
| VNDA Stock | | | USD 6.28 -0.11 -1.72% |
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 Vanda Pharmaceuticals's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
Vanda Pharmaceuticals registers a Semi Variance of 0, reflecting low price variability. This places Vanda Pharmaceuticals at the lower end of the volatility range for Biotechnology.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0 | |
| 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 Vanda Pharmaceuticals 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.
Compare Vanda Pharmaceuticals to PeersMethodology, Assumptions & Data Sources
The current Semi Variance for Vanda Pharmaceuticals is 0. The Semi Variance for Vanda Pharmaceuticals applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Vanda Pharmaceuticals operates in the health care 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.
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