Peoples Fin Downside Deviation
| PFIS Stock | | | USD 58.92 0.02 0.03% |
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 Peoples Fin's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
Peoples Fin has a Downside Deviation of 1.94, indicating moderate price variability. This places Peoples Fin within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 1.94 | |
Downside Deviation Peers Comparison
Peoples Fin's Downside Deviation of 1.94 falls above the 1.53 peer average. Values range from 0.971 (Northfield Bancorp) to 1.79 (Peapack Gladstone Financial), with moderate dispersion across the group. Peoples Fin has exhibited greater price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Peoples Fin 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.
Comparing Downside Deviation (
1.94 ) to Maximum Drawdown (
7.00 ) for Peoples Fin yields a
3.61 multiple. This indicates Maximum Drawdown is significantly higher than Downside Deviation for Peoples Fin.
Methodology, Assumptions & Data Sources
Peoples Fin's Downside Deviation currently stands at 1.94. The Downside Deviation for Peoples Fin is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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