Vodafone Group Semi Variance
| VOD Stock | | | USD 16.32 0.12 0.74% |
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 Vodafone Group's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
At 1.56, Vodafone Group exhibits moderate price variability in Semi Variance. This places Vodafone Group within the typical volatility range for Wireless Telecommunication Services.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 1.56 | |
| 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
Among sector peers, Vodafone Group's Semi Variance of 1.56 is below the 7.03 group average. The range runs from 0.69 (Chunghwa Telecom Co) to 21.39 (Nebius Group NV). Vodafone Group has exhibited less 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 Vodafone Group 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.
With Semi Variance at
1.56 and Maximum Drawdown at
6.29 , Vodafone Group shows a
4.03 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Semi Variance for Vodafone Group.
Methodology, Assumptions & Data Sources
Vodafone Group's Semi Variance currently stands at 1.56. The Semi Variance for Vodafone Group is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Vodafone Group operates in the communication services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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