Broadridge Financial Standard Deviation
| BR Stock | | | USD 152.83 0.69 0.45% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is Broadridge Financial's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
Broadridge Financial registers a Standard Deviation of 2.04, reflecting moderate price variability. This places Broadridge Financial within the typical volatility range for Stock.
Standard Deviation | = | SQRT(V) |
| = | 2.04 | |
Standard Deviation Peers Comparison
Among sector peers, Broadridge Financial's Standard Deviation of 2.04 is below the 2.49 group average. The range runs from 1.59 (Teledyne Technologies Incorporated) to 3.29 (Flex). Broadridge Financial has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for Broadridge Financial and its peers. Each point represents one equity — position along the horizontal axis shows Standard 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.
Broadridge Financial's Standard Deviation reads
2.04 while Maximum Drawdown reads
8.34 , a
4.09 ratio between the two. This indicates Maximum Drawdown is significantly higher than Standard Deviation for Broadridge Financial.
Methodology, Assumptions & Data Sources
The current Standard Deviation for Broadridge Financial is 2.04. The Standard Deviation for Broadridge Financial is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. 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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