Brown Brown Standard Deviation
| BRO Stock | | | USD 65.90 -1.65 -2.44% |
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 Brown Brown's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
The Standard Deviation of 2.03 for Brown Brown indicates moderate price variability. This places Brown Brown within the typical volatility range for Insurance Brokers.
Standard Deviation | = | SQRT(V) |
| = | 2.03 | |
Standard Deviation Peers Comparison
The peer group averages 1.78 for Standard Deviation, with Brown Brown at 2.03 falling above that level. Readings span 0.9828 (Markel) to 2.98 (Futu Holdings). Brown Brown has exhibited greater 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 Brown Brown 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.
Brown Brown shows nearly
4.93 of Maximum Drawdown per unit of Standard Deviation (
2.03 versus
10.03 ). This indicates Maximum Drawdown is significantly higher than Standard Deviation for Brown Brown.
Methodology, Assumptions & Data Sources
Brown Brown's Standard Deviation currently stands at 2.03. The Standard Deviation for Brown Brown applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Brown Brown operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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