First Bancorp Semi Deviation
| FNLC Stock | | | USD 29.05 -0.05 -0.17% |
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 First Bancorp's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 1.57 for First Bancorp signals moderate price variability. This places First Bancorp within the typical volatility range for Regional Banks.
Semi Deviation | = | SQRT(SV) |
| = | 1.57 | |
Semi Deviation Peers Comparison
First Bancorp's Semi Deviation of 1.57 falls above the 1.38 peer average. Values range from 1.08 (Northeast Community Bancorp) to 2.34 (Citizens Financial Services), with moderate dispersion across the group. First Bancorp has exhibited greater 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 First 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.
With Semi Deviation at
1.57 and Maximum Drawdown at
7.50 , First Bancorp shows a
4.78 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Semi Deviation for First Bancorp.
Methodology, Assumptions & Data Sources
First Bancorp has a current Semi Deviation reading of 1.57. First Bancorp'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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. First Bancorp 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.
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