Byline Bancorp Semi Deviation
| BY Stock | | | USD 32.57 -0.59 -1.78% |
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 Byline Bancorp's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Byline Bancorp registers a Semi Deviation of 1.3, reflecting moderate price variability. This places Byline Bancorp within the typical volatility range for Regional Banks.
Semi Deviation | = | SQRT(SV) |
| = | 1.3 | |
Semi Deviation Peers Comparison
Relative to peers, Byline Bancorp's Semi Deviation is below the group average of 1.33. Peer readings range from 1.06 (Westamerica Bancorporation) to 1.6 (ConnectOne Bancorp), reflecting tight clustering across the sector. Byline Bancorp 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 Byline Bancorp 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.
Byline Bancorp's Maximum Drawdown of
5.68 runs about
4.35 times its Semi Deviation of
1.30 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Byline Bancorp.
Methodology, Assumptions & Data Sources
Byline Bancorp's Semi Deviation currently stands at 1.3. The Semi Deviation for Byline Bancorp is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Byline Bancorp operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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