Home Bancorp Semi Deviation
| HBCP Stock | | | USD 61.96 -0.56 -0.90% |
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 Home Bancorp's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Home Bancorp registers a Semi Deviation of 1.77, reflecting moderate price variability. This places Home Bancorp within the typical volatility range for Regional Banks.
Semi Deviation | = | SQRT(SV) |
| = | 1.77 | |
Semi Deviation Peers Comparison
Relative to peers, Home Bancorp's Semi Deviation is above the group average of 1.4. Peer readings range from 0.8224 (Northfield Bancorp) to 1.68 (Kearny Financial Corp), reflecting moderate dispersion across the sector. Home 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 Home 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.
Home Bancorp's Semi Deviation reads
1.77 while Maximum Drawdown reads
9.66 , a
5.46 ratio between the two. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Home Bancorp.
Methodology, Assumptions & Data Sources
Home Bancorp's Semi Deviation currently stands at 1.77. Semi Deviation for Home Bancorp is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Home 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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