Arbor Realty Variance
| ABR Stock | | | USD 8.17 -0.12 -1.45% |
Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean. Below is Arbor Realty's current Variance with peer comparisons and related risk metrics.
Current Variance Value
Arbor Realty has a Variance of 7.28, indicating elevated price variability. This places Arbor Realty toward the higher end of the volatility range for Mortgage Real Estate Investment Trusts (REITs).
Variance | = | SUM(RET DEV)2N |
| = | 7.28 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N | = | Number of points for the period |
Variance Peers Comparison
Among sector peers, Arbor Realty's Variance of 7.28 is above the 2.37 group average. The range runs from 1.21 (Agree Realty) to 5.87 (Franklin BSP Realty). Arbor Realty has exhibited greater price dispersion than the peer average over the measured period.
Variance Relative To Other Indicators
The chart below plots Variance against Maximum Drawdown for Arbor Realty and its peers. Each point represents one equity — position along the horizontal axis shows Variance 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 Variance reads
7.28 while Maximum Drawdown reads
13.70 , a
1.88 ratio between the two. This indicates Maximum Drawdown moderately exceeds Variance for Arbor Realty.
Methodology, Assumptions & Data Sources
The current Variance for Arbor Realty is 7.28. Variance for Arbor Realty is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Arbor Realty operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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