IShares Core Mean Deviation
| AOM ETF | | | USD 49.48 0.47 0.96% |
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 IShares Core's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
IShares Core carries a Mean Deviation of 0.4152, consistent with low price variability. This places IShares Core at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.4152 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of IShares Core |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
IShares Core's Mean Deviation of 0.4152 falls below the 0.95 peer average. Values range from 0.3561 (iShares Core Conservative) to 1.34 (iShares MSCI Emerging), with wide dispersion across the group. IShares Core has exhibited less 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 IShares Core 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.
IShares Core shows nearly
5.48 of Maximum Drawdown per unit of Mean Deviation (
0.42 versus
2.28 ). This indicates Maximum Drawdown substantially exceeds Mean Deviation for IShares Core.
Methodology, Assumptions & Data Sources
IShares Core's Mean Deviation currently stands at 0.4152. This Mean Deviation reading for IShares Core results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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