Timberland Bancorp Semi Deviation
| TSBK Stock | | | USD 40.65 0.11 0.27% |
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 Timberland Bancorp's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 1.29 places Timberland Bancorp at moderate price variability. This places Timberland Bancorp within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 1.29 | |
Semi Deviation Peers Comparison
Among sector peers, Timberland Bancorp's Semi Deviation of 1.29 is below the 1.43 group average. The range runs from 0.8626 (Parke Bancorp) to 2.37 (Citizens Financial Services). Timberland Bancorp has exhibited less 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 Timberland 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.
The Maximum Drawdown-to-Semi Deviation ratio for Timberland Bancorp sits near
6.46 , with Semi Deviation at
1.29 and Maximum Drawdown at
8.33 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Timberland Bancorp.
Methodology, Assumptions & Data Sources
Timberland Bancorp's Semi Deviation currently stands at 1.29. This Semi Deviation reading for Timberland Bancorp results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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