HomeTrust Bancshares Downside Variance
| HTB Stock | | | 41.48 -0.42 -1.00% |
This module presents the Downside Variance indicator for HomeTrust Bancshares using available market inputs. The underlying data comes from exchange-reported trading records. Coverage differences may occur across instruments and market segments. HomeTrust Bancshares has a market cap of 723.58 M, operating margin of 40.12%, ROE of 11.17%.
Risk vs Return Analysis can help frame allocation decisions. The overview captures current portfolio composition. The data reflects holdings as of the most recent update. The portfolio reflects a holding in HomeTrust Bancshares. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. Reported data is organized for reference and is not a recommendation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in population.
The
How to Trade HomeTrust Stock guide covers approaches for trading HomeTrust Bancshares effectively.
HomeTrust Bancshares has current Downside Variance of 0. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
Downside Variance Peers Comparison
Downside Variance Relative To Other Indicators
HomeTrust Bancshares is rated
below average in downside variance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
Downside Variance is the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decision-making under.
Compare HomeTrust Bancshares to Peers
Other Technical Indicators