TFS Financial Downside Deviation
| TFSL Stock | | | USD 15.02 0.10 0.67% |
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 TFS Financial's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
The Downside Deviation of 1.46 for TFS Financial indicates moderate price variability. This places TFS Financial within the typical volatility range for Stock.
Downside Deviation | = | SQRT(DV) |
| = | 1.46 | |
Downside Deviation Peers Comparison
Among sector peers, TFS Financial's Downside Deviation of 1.46 is below the 2.01 group average. The range runs from 1.25 (Cadence Bancorp) to 2.85 (The Bancorp). TFS Financial has exhibited less 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 TFS Financial 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.
The Maximum Drawdown-to-Downside Deviation ratio for TFS Financial sits near
5.60 , with Downside Deviation at
1.46 and Maximum Drawdown at
8.17 . This indicates Maximum Drawdown substantially exceeds Downside Deviation for TFS Financial.
Methodology, Assumptions & Data Sources
TFS Financial has a current Downside Deviation reading of 1.46. This Downside Deviation reading for TFS Financial results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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