Cathay General Semi Deviation
| CATY Stock | | | USD 56.49 -0.55 -0.96% |
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 Cathay General's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Cathay General registers a Semi Deviation of 1.51, reflecting moderate price variability. This places Cathay General within the typical volatility range for Regional Banks.
Semi Deviation | = | SQRT(SV) |
| = | 1.51 | |
Semi Deviation Peers Comparison
Relative to peers, Cathay General's Semi Deviation is below the group average of 1.59. Peer readings range from 1.57 (WSFS Financial) to 1.61 (First BanCorp), reflecting tight clustering across the sector. Cathay General 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 Cathay General 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.
Cathay General's Maximum Drawdown of
7.89 runs about
5.23 times its Semi Deviation of
1.51 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Cathay General.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Cathay General is 1.51. Cathay General'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. Cathay General operates in the financial services 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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