Banco Santander Downside Deviation
| BCDRF Pink Sheet | | | USD 12.73 0.57 4.69% |
The Downside Deviation profile for Banco Santander below includes current and historical values with sector peer benchmarks. Interpretation benefits from evaluating the reading alongside sector peer values and recent history. Context for Banco Santander is enhanced by combining
Banco Santander Volatility with
Banco Santander Price History.
Current Downside Deviation Value
Banco Santander carries a Downside Deviation of 5.08, consistent with elevated price variability. This places Banco Santander toward the higher end of the volatility range for Pink Sheet.
Downside Deviation | = | SQRT(DV) |
| = | 5.08 | |
Downside Deviation Peers Comparison
Among sector peers, Banco Santander's Downside Deviation of 5.08 is above the 3.36 group average. The range runs from 0.9404 (Bank of China) to 5.48 (Bank of China). Banco Santander has exhibited greater price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Banco Santander and its peers. Each point represents one equity — position along the horizontal axis shows Downside 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.
Banco Santander records a Downside Deviation of
5.08 and a Maximum Drawdown of
21.34 , yielding roughly
4.20 units of Maximum Drawdown per Downside Deviation. This indicates Maximum Drawdown is significantly higher than Downside Deviation for Banco Santander.
Methodology, Assumptions & Data Sources
Banco Santander's Downside Deviation currently stands at 5.08. This Downside Deviation reading for Banco Santander results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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