Metropolitan Bank Downside Deviation

MCB Stock  USD 90.15  -0.57  -0.63%   
Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target. Below is Metropolitan Bank's current Downside Deviation with peer comparisons and related risk metrics.

Current Downside Deviation Value

A Downside Deviation of 0 for Metropolitan Bank signals low price variability. This places Metropolitan Bank at the lower end of the volatility range for Stock.

Downside Deviation

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SQRT(DV)

 = 
0
SQRT = Square root notation
DV =   Downside Variance of returns over selected period

Downside Deviation Peers Comparison

Downside Deviation Relative To Other Indicators

The chart below plots Downside Deviation against Maximum Drawdown for Metropolitan Bank and its peers. Each point represents one equity — position along the horizontal axis shows Downside 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.
Compare Metropolitan Bank to Peers

Methodology, Assumptions & Data Sources

Metropolitan Bank's Downside Deviation currently stands at 0. Metropolitan Bank's Downside Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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