Ameresco Mean Deviation
| AMRC Stock | | | USD 31.55 0.78 2.53% |
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 Ameresco's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
Ameresco carries a Mean Deviation of 2.78, consistent with moderate price variability. This places Ameresco within the typical volatility range for Stock.
Mean Deviation | = | SUM(RET DEV)N |
| = | 2.78 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Ameresco |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Ameresco's Mean Deviation of 2.78 falls above the 2.68 peer average. Values range from 1.44 (Enerpac Tool Group) to 5.45 (Power Solutions International), with wide dispersion across the group. Ameresco 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 Ameresco 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.
With Mean Deviation at
2.78 and Maximum Drawdown at
25.96 , Ameresco shows a
9.32 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Ameresco.
Methodology, Assumptions & Data Sources
The current Mean Deviation for Ameresco is 2.78. Ameresco's Mean Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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