First Bancorp Stock Volatility
| FBP Stock | USD 20.55 -0.29 -1.39% |
First Bancorp currently reflects a low volatility profile across the selected horizon. It currently posts a Sharpe Ratio (Efficiency) of -0.019, which points to negative risk-adjusted returns over the last 3 months. Our review identified 30 technical indicators shaping current risk dynamics.
Sharpe Ratio = -0.019
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FBP |
Latest disclosures for First Bancorp show a Market Risk Adjusted Performance of 0.1%, a Risk of 1.76, and a Risk Adjusted Performance of 0.03%. First Bancorp is currently underperforming relative to its full potential based on monthly moving average. A well-diversified portfolio allocation may improve risk-adjusted returns.
Key indicators related to First Bancorp's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for First Bancorp measures the dispersion of its stock returns around their average. Higher volatility implies greater uncertainty about First Bancorp's future price, while lower volatility suggests more predictable price behavior.
Volatility Strategy
Market variability in First Bancorp affects how it contributes to portfolio dispersion. Observed price cycles may shift risk-adjusted exposure. Current statistical measures show total volatility near 1.76% with a beta coefficient of 0.85, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.019, evaluates return per unit of total risk. An alpha value of 0.0882 reflects performance relative to systematic market exposure. Expected return estimates near -0.0334% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Sector rotation may influence stock price dispersion.
Main indicators related to First Bancorp's market risk premium analysis include:
Beta 0.85 | Alpha 0.0882 | Risk 1.76 | Sharpe Ratio -0.02 | Expected Return -0.03 |
Moving together with First Stock
| 0.89 | WTFC | Wintrust Financial | PairCorr |
| 0.9 | CFG | Citizens Financial | PairCorr |
| 0.82 | FHN | First Horizon National | PairCorr |
| 0.94 | ONB | Old National Bancorp | PairCorr |
| 0.93 | SSB | SouthState | PairCorr |
| 0.71 | WAL | Western Alliance | PairCorr |
| 0.68 | WBS | Webster Financial | PairCorr |
| 0.89 | UMBF | UMB Financial | PairCorr |
| 0.7 | MUFG | Mitsubishi UFJ Financial | PairCorr |
| 0.71 | MBFJF | Mitsubishi UFJ Financial | PairCorr |
| 0.74 | SMFG | Sumitomo Mitsui Financial | PairCorr |
| 0.73 | SMFNF | Sumitomo Mitsui Financial | PairCorr |
| 0.76 | MFG | Mizuho Financial | PairCorr |
| 0.72 | MZHOF | Mizuho Financial | PairCorr |
| 0.61 | SHG | Shinhan Financial | PairCorr |
| 0.61 | QYBX | Qian Yuan Baixing | PairCorr |
Sensitivity To Market
Beta analysis for First Bancorp evaluates how its price movements correlate with the broader market. Beta is calculated as the slope of the regression between asset returns and benchmark returns. With a beta of 0.85, First Bancorp reflects measurable exposure to systematic risk. Observed total volatility stands near 1.76%.Recent trading in First Bancorp shows a measurable level of volatility. Downside deviation is near 1.66% and semi-deviation is near 1.57%, which emphasize downside-focused movement. Options markets imply a forward-looking volatility estimate near 61.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Stock volatility can reflect changes in expectations about revenue, margins, and competitive position.
3 Months Beta |Analyze First Bancorp Demand TrendCheck current 90 days First Bancorp correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of First quantifies daily price dispersion around the mean over your chosen time horizon. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 1.76 |
Understanding the asymmetry between upside and downside risk is critical for investors in First Bancorp. Upside risk is captured by First Bancorp's standard deviation, while downside risk is measured by semi-deviation or downside deviation of First Bancorp's daily returns. Latest disclosures for First Bancorp show a Downside Deviation of 1.66, a Downside Variance of 2.77, and a Maximum Drawdown of 9.99.
Using First Put Option to Manage Risk Based on 2026-06-18 Contracts
Latest disclosures for First Bancorp show an Option Implied Volatility of 0.61 and an Option Max Pain Price of -1. A put option on First Bancorp gives the holder the right, but not the obligation, to sell First Bancorp shares at a predetermined strike price before expiration. Investors often purchase put options on First Stock as a form of portfolio insurance.
First Bancorp's PUT expiring on 2026-06-18
Profit |
| First Bancorp Price At Expiration |
Current First Bancorp Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | FBP260618P00017500 | -0.268251 | 0.034761 | 7 | 2026-06-18 | 0.0 - 2.0 | 0.0 | View |
Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of First Bancorp stock returns over a given period of time. It is generally measured from either the standard deviation or variance between returns from that same stock. In most cases, the higher the volatility, the riskier the stock.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. First Bancorp Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Considering the 90-day investment horizon First Bancorp has a beta of 0.8468 . This usually indicates as returns on the market go up, First Bancorp's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding First Bancorp is expected to be smaller as well.Risk for First Bancorp can be divided into market-wide and asset-specific components. While diversification may mitigate unsystematic factors, systematic risk tied to the stock market cannot be eliminated. Historical beta and volatility measures provide context. Latest disclosures for First Bancorp show a Downside Deviation of 1.66, a Mean Deviation of 1.23, and an Option Implied Volatility of 0.61.
Predicted Return Density |
| Returns |
What Drives First Bancorp's Price Volatility?
Several factors can influence First Bancorp's market volatility:Industry Dynamics
Sector-level events can directly affect First Bancorp's price stability. Regulatory changes, supply disruptions, or shifts in demand within First Bancorp's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like First Bancorp.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for First Bancorp's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward First Bancorp. During periods of economic expansion, First Bancorp's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.First Bancorp's Company-Specific Factors
Volatility can also stem from events unique to First Bancorp. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in First Bancorp's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on First Bancorp's share price.Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of First Bancorp is -5274.06. The daily returns are distributed with a variance of 3.11 and standard deviation of 1.76. The mean deviation of First Bancorp is currently at 1.23. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.09 | |
β | Beta against Dow Jones | 0.85 | |
σ | Overall volatility | 1.76 | |
Ir | Information ratio | 0.05 |
Stock Return Volatility
Daily return volatility for First Bancorp measures how far stock returns deviate from their average on a day-to-day basis. The company shows 1.764% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.7886% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
|
Risk-Adjusted Indicators
Strong stock returns do not always mean First Bancorp Company is outperforming its peers on a fundamental level. Risk-adjusted metrics allow investors to compare First Bancorp's efficiency and downside exposure against peers in a more meaningful way. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FULT | 1.35 | 0.13 | 0.06 | 0.04 | 1.73 | 2.66 | 10.18 | |||
| CATY | 1.15 | -0.01 | 0.00 | -0.06 | 0.00 | 2.72 | 10.73 | |||
| BKU | 1.27 | 0.00 | 0.00 | -0.05 | 0.00 | 2.20 | 14.15 | |||
| FHB | 1.26 | -0.02 | 0.00 | -0.06 | 0.00 | 2.40 | 9.69 | |||
| RNST | 1.28 | 0.04 | 0.02 | -0.01 | 1.64 | 3.04 | 11.67 | |||
| ASB | 1.28 | -0.01 | 0.00 | -0.05 | 0.00 | 2.32 | 10.33 | |||
| WSBC | 1.24 | 0.08 | 0.05 | 0.03 | 1.50 | 2.71 | 9.47 | |||
| WBS | 1.12 | 0.16 | 0.12 | 0.13 | 1.21 | 1.95 | 12.70 | |||
| WSFS | 1.27 | 0.23 | 0.14 | 0.23 | 1.43 | 2.71 | 10.80 | |||
| FIBK | 1.32 | 0.06 | 0.02 | -0.01 | 1.75 | 2.86 | 11.31 |
Risk Metrics, Assumptions & Methodology
Volatility for First Bancorp measures return dispersion and uncertainty over time. More limited liquidity could contribute to wider spreads in certain market environments. First Bancorp has a market cap of 3.25 B, P/E of 20.9, ROE of 18.97%.
Data shown for First Bancorp is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardFirst Bancorp Investment Opportunity
First Bancorp currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 2.23. Across the current 90-day horizon, that places the security below 15% of the broader equity and portfolio universe on a pure volatility basis.You can use First Bancorp to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is intended to separate routine noise from more speculative bursts in price action. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of First Bancorp to be traded at $19.93 in 90 days.Poor diversification
Across the chosen horizon, FBP and DJI show a correlation of 0.7 and fall into the Poor diversification bucket. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.
First Bancorp Additional Risk Indicators
A broader risk-indicator set for First Bancorp can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. A disciplined risk review helps investors decide whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.0326 | |||
| Market Risk Adjusted Performance | 0.0694 | |||
| Mean Deviation | 1.23 | |||
| Semi Deviation | 1.57 | |||
| Downside Deviation | 1.66 | |||
| Coefficient Of Variation | 2934.14 | |||
| Standard Deviation | 1.77 |
First Bancorp Suggested Diversification Pairs
A pair strategy built around First Bancorp is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
| Citigroup vs. First Bancorp | ||
| Dupont De vs. First Bancorp | ||
| GM vs. First Bancorp | ||
| Bank of America vs. First Bancorp | ||
| Salesforce vs. First Bancorp | ||
| Alphabet vs. First Bancorp | ||
Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing First Bancorp with another position. However, First Bancorp's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with First Bancorp.
Additional Tools for First Stock Analysis
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Portfolio Holdings Check your current holdings and cash position to determine if your portfolio needs rebalancing | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |