First Financial Bancorp Stock Volatility
| FFBC Stock | USD 26.92 -0.11 -0.41% |
First Financial Bancorp currently reflects a low volatility profile across the selected horizon. First Financial Bancorp indicates a Sharpe Ratio (Efficiency) of 0.0148, which points to risk-adjusted returns over the last 3 months. Our review identified 30 technical indicators shaping current risk dynamics.
Sharpe Ratio = 0.0148
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| Negative Returns | FFBC |
First Financial Bancorp's financial profile includes a Market Risk Adjusted Performance of 0.1%, a Risk of 1.76, and a Risk Adjusted Performance of 0.04%. First Financial is currently trading at approximately 1% of its recent trend range according to monthly moving averages. In portfolio analysis, diversification may alter its risk-adjusted contribution.
Key indicators related to First Financial's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for First Financial measures the dispersion of its stock returns around their average. Higher volatility implies greater uncertainty about First Financial's future price, while lower volatility suggests more predictable price behavior.
Volatility Strategy
Market variability in First Financial 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 1.24, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0148, evaluates return per unit of total risk. An alpha value of 0.12 reflects performance relative to systematic market exposure. Expected return estimates near 0.0259% 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 Financial's market risk premium analysis include:
Beta 1.24 | Alpha 0.12 | Risk 1.76 | Sharpe Ratio 0.0148 | Expected Return 0.0259 |
Moving together with First Stock
| 0.74 | WTFC | Wintrust Financial | PairCorr |
| 0.81 | CFG | Citizens Financial | PairCorr |
| 0.84 | ONB | Old National Bancorp | PairCorr |
| 0.84 | SSB | SouthState | PairCorr |
| 0.88 | WBS | Webster Financial | PairCorr |
| 0.71 | UMBF | UMB Financial | PairCorr |
| 0.82 | MUFG | Mitsubishi UFJ Financial | PairCorr |
| 0.78 | MBFJF | Mitsubishi UFJ Financial | PairCorr |
| 0.84 | SMFG | Sumitomo Mitsui Financial | PairCorr |
| 0.79 | SMFNF | Sumitomo Mitsui Financial | PairCorr |
| 0.81 | KB | KB Financial Group | PairCorr |
| 0.87 | MFG | Mizuho Financial | PairCorr |
| 0.8 | MZHOF | Mizuho Financial | PairCorr |
| 0.85 | SHG | Shinhan Financial | PairCorr |
| 0.8 | DIGTF | Thruvision Group plc | PairCorr |
| 0.83 | QYBX | Qian Yuan Baixing | PairCorr |
| 0.75 | WPC | W P Carey | PairCorr |
Moving against First Stock
| 0.4 | LDI | Loandepot Earnings Call This Week | PairCorr |
Sensitivity To Market
Beta analysis for First Financial 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 1.24, First Financial reflects measurable exposure to systematic risk. Observed total volatility stands near 1.76%.Recent trading in First Financial Bancorp shows a measurable level of volatility. Downside deviation is near 1.44% and semi-deviation is near 1.36%, which emphasize downside-focused movement. Options markets imply a forward-looking volatility estimate near 95.0%. 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 Financial Bancorp Demand TrendCheck current 90 days First Financial 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 Financial. Upside risk is captured by First Financial's standard deviation, while downside risk is measured by semi-deviation or downside deviation of First Financial's daily returns. First Financial Bancorp's financial profile includes a Downside Deviation of 1.44, a Downside Variance of 2.07, and a Maximum Drawdown of 10.98.
Using First Put Option to Manage Risk Based on 2026-05-15 Contracts
First Financial Bancorp's financial profile includes an Option Implied Volatility of 0.95 and an Option Max Pain Price of -1. A put option on First Financial gives the holder the right, but not the obligation, to sell First Financial shares at a predetermined strike price before expiration. Investors often purchase put options on First Stock as a form of portfolio insurance.
First Financial's PUT expiring on 2026-05-15
Profit |
| First Financial Price At Expiration |
Current First Financial Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | FFBC260515P00025000 | -0.328309 | 0.05899 | 21 | 2026-05-15 | 0.45 - 2.55 | 0.0 | View |
Put | FFBC260515P00030000 | -0.728204 | 0.078457 | 10 | 2026-05-15 | 2.0 - 5.4 | 0.0 | View |
Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of First Financial 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 Financial 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
Given the investment horizon of 90 days First Financial has a beta of 1.2404 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, First Financial will likely underperform.Risk for First Financial 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. First Financial Bancorp's financial profile includes a Downside Deviation of 1.44, a Mean Deviation of 1.22, and an Option Implied Volatility of 0.95.
Predicted Return Density |
| Returns |
What Drives First Financial's Price Volatility?
Several factors can influence First Financial's market volatility:Industry Dynamics
Sector-level events can directly affect First Financial's price stability. Regulatory changes, supply disruptions, or shifts in demand within First Financial'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 Financial.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for First Financial's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward First Financial. During periods of economic expansion, First Financial's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.First Financial's Company-Specific Factors
Volatility can also stem from events unique to First Financial. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in First Financial's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on First Financial's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of First Financial is 6776.31. The daily returns are distributed with a variance of 3.09 and standard deviation of 1.76. The mean deviation of First Financial Bancorp is currently at 1.21. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.12 | |
β | Beta against Dow Jones | 1.24 | |
σ | Overall volatility | 1.76 | |
Ir | Information ratio | 0.06 |
Stock Return Volatility
Daily return volatility for First Financial measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 1.7575% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.7855% 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
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Risk-Adjusted Indicators
Strong stock returns do not always mean First Financial Company is outperforming its peers on a fundamental level. Risk-adjusted metrics allow investors to compare First Financial'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TRMK | 1.08 | 0.13 | 0.08 | 0.07 | 1.37 | 2.45 | 9.62 | |||
| PFS | 1.24 | 0.10 | 0.05 | 0.04 | 1.57 | 2.30 | 11.73 | |||
| FRME | 1.17 | 0.03 | 0.00 | -0.01 | 0.00 | 2.80 | 9.19 | |||
| WAL | 1.81 | -0.20 | 0.00 | -0.14 | 0.00 | 2.88 | 16.61 | |||
| WAFD | 1.18 | 0.00 | 0.00 | -0.04 | 0.00 | 2.15 | 8.45 | |||
| BANR | 1.18 | -0.06 | 0.00 | -0.10 | 0.00 | 2.71 | 10.75 | |||
| NBTB | 1.20 | 0.04 | 0.00 | -0.01 | 0.00 | 2.92 | 9.23 | |||
| CUBI | 1.71 | -0.05 | 0.00 | -0.08 | 0.00 | 3.19 | 14.63 | |||
| PRK | 1.25 | 0.03 | 0.00 | -0.01 | 0.00 | 2.86 | 10.29 | |||
| HTH | 1.02 | 0.05 | 0.04 | 0.02 | 1.23 | 2.27 | 7.70 |
Risk Metrics, Assumptions & Methodology
Volatility for First Financial measures return dispersion and uncertainty over time. More limited liquidity could contribute to wider spreads in certain market environments. First Financial has a market cap of 2.82 B, P/E of 12.77, ROE of 9.82%.
Data shown for First Financial 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:
Vlad Skutelnik - Macroaxis ContributorFirst Financial Investment Opportunity
Recent data suggests that First Financial Bancorp is meaningfully more volatile than Dow Jones Industrial, by roughly a 2.23x factor. Used properly, this comparison helps investors decide whether the extra volatility is strategic or simply uncompensated risk.You can use First Financial 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 normal downward trend and little activity. Check odds of First Financial to be traded at $26.65 in 90 days.Very weak diversification
FFBC currently posts a 0.49 correlation with DJI, indicating a Very weak diversification relationship for the active sample. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
First Financial Additional Risk Indicators
A broader risk-indicator set for First Financial Bancorp can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0391 | |||
| Market Risk Adjusted Performance | 0.0617 | |||
| Mean Deviation | 1.22 | |||
| Semi Deviation | 1.36 | |||
| Downside Deviation | 1.44 | |||
| Coefficient Of Variation | 2360.64 | |||
| Standard Deviation | 1.75 |
First Financial Suggested Diversification Pairs
Pair analysis around First Financial Bancorp matters because it can turn one security idea into a more market-neutral structure. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 Financial with another position. However, First Financial's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with First Financial Bancorp.
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