Select Energy Semi Deviation
| WTTR Stock | | | USD 16.71 -0.74 -4.24% |
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 Select Energy's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Select Energy has a Semi Deviation of 2.3, indicating moderate price variability. This places Select Energy within the typical volatility range for Oil & Gas Equipment & Services.
Semi Deviation | = | SQRT(SV) |
| = | 2.3 | |
Semi Deviation Peers Comparison
The peer group averages 2.18 for Semi Deviation, with Select Energy at 2.3 falling above that level. Readings span 1.35 (H2O America) to 3.01 (Empresa Distribuidora y). Select Energy 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 Select Energy 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.
Select Energy's Semi Deviation reads
2.30 while Maximum Drawdown reads
19.08 , a
8.28 ratio between the two. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Select Energy.
Methodology, Assumptions & Data Sources
Select Energy's Semi Deviation currently stands at 2.3. Select Energy's Semi Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Select Energy operates in the energy sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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