First Community Semi Variance
| FCCO Stock | | | USD 30.38 -0.02 -0.07% |
Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level. Below is First Community's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
At 2.04, First Community exhibits moderate price variability in Semi Variance. This places First Community within the typical volatility range for Regional Banks.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 2.04 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Among sector peers, First Community's Semi Variance of 2.04 is below the 2.61 group average. The range runs from 1.12 (FVCBankcorp) to 4.98 (Hawthorn Bancshares). First Community has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for First Community and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance 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.
First Community shows nearly
2.95 of Maximum Drawdown per unit of Semi Variance (
2.04 versus
6.00 ). This indicates Maximum Drawdown is significantly higher than Semi Variance for First Community.
Methodology, Assumptions & Data Sources
The current Semi Variance for First Community is 2.04. This Semi Variance reading for First Community results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. First Community operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators