APG Securities Coefficient Of Variation
| APG Stock | | | 4,940 -10.00 -0.20% |
The Coefficient Of Variation profile for APG Securities below includes current and historical values with sector peer benchmarks. The value is best assessed relative to both the instrument's historical range and peer distribution.
APG Securities Volatility combined with
APG Securities Price History deepens the analysis for APG Securities.
Current Coefficient Of Variation Value
APG Securities's Coefficient Of Variation of
-268.60 reflects that APG Securities's expected return over the measured period is negative, meaning volatility is not being compensated by positive performance. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | -268.60 | |
Coefficient Of Variation Peers Comparison
APG Securities's Coefficient Of Variation of -268.5973 falls above the -1583.14 peer average. Values range from -6316.9811 (Pha Lai Thermal) to 12523.96 (Hai An Transport), with tight clustering across the group. Relative to peers, APG Securities's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for APG Securities and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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.
Compare APG Securities to PeersMethodology, Assumptions & Data Sources
The current Coefficient Of Variation for APG Securities is -268.60. This Coefficient Of Variation reading for APG Securities results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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