Bank of America Semi Deviation
| BAC-PK Preferred Stock | | | USD 24.98 0.03 0.12% |
This reference covers Semi Deviation for Bank of America, with current readings, historical data, and sector peer comparisons. The reading's significance depends on context — the instrument's own range and sector norms. Use
Bank of America Volatility alongside
Bank of America Price History to build context for Bank of America.
Current Semi Deviation Value
The Semi Deviation of 0.2719 for Bank of America indicates low price variability. This places Bank of America at the lower end of the volatility range for Preferred Stock.
Semi Deviation | = | SQRT(SV) |
| = | 0.2719 | |
Semi Deviation Peers Comparison
Among sector peers, Bank of America's Semi Deviation of 0.2719 is below the 1.75 group average. The range runs from 0.9938 (Royal Bank of) to 2.7 (Banco Santander SA). Bank of America has exhibited less 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 Bank of America 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.
The Maximum Drawdown-to-Semi Deviation ratio for Bank of America sits near
6.63 , with Semi Deviation at
0.27 and Maximum Drawdown at
1.80 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Bank of America.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Bank of America is 0.2719. The Semi Deviation for Bank of America 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. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators