Arbor Realty Mean Deviation
| ABR Stock | | | USD 8.29 0.29 3.62% |
The mean deviation of the equity instrument is the first measure of the distances between each value of security historical prices and the mean. It gives us an idea of how spread out from the center the distribution of returns. Below is Arbor Realty's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
Arbor Realty's Mean Deviation of 1.98 reflects moderate price variability. This places Arbor Realty within the typical volatility range for Mortgage Real Estate Investment Trusts (REITs).
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.98 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Arbor Realty |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Among sector peers, Arbor Realty's Mean Deviation of 1.98 is above the 1.07 group average. The range runs from 0.8588 (Agree Realty) to 1.5 (Franklin BSP Realty). Arbor Realty has exhibited greater price dispersion than the peer average over the measured period.
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for Arbor Realty and its peers. Each point represents one equity — position along the horizontal axis shows Mean 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.
Arbor Realty's Mean Deviation reads
1.98 while Maximum Drawdown reads
13.70 , a
6.94 ratio between the two. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Arbor Realty.
Methodology, Assumptions & Data Sources
Arbor Realty's Mean Deviation currently stands at 1.98. The Mean Deviation for Arbor Realty applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Arbor Realty operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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