Third Coast Downside Deviation
| TCBX Stock | | | USD 38.48 0.18 0.47% |
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 Third Coast's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 0, Third Coast's Downside Deviation indicates low price variability. This places Third Coast at the lower end of the volatility range for Regional Banks.
Downside Deviation | = | SQRT(DV) |
| = | 0 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Third Coast 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 Third Coast to PeersMethodology, Assumptions & Data Sources
The current Downside Deviation for Third Coast is 0. The Downside Deviation for Third Coast applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Third Coast operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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