Brixmor Property Standard Deviation
| BRX Stock | | | USD 30.08 -0.21 -0.69% |
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 Brixmor Property's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
With Standard Deviation at 1.06, Brixmor Property shows moderate price variability. This places Brixmor Property within the typical volatility range for Retail REITs.
Standard Deviation | = | SQRT(V) |
| = | 1.06 | |
Standard Deviation Peers Comparison
Brixmor Property's Standard Deviation of 1.06 falls below the 1.43 peer average. Values range from 1.05 (NNN REIT) to 2.27 (Vornado Realty Trust), with moderate dispersion across the group. Brixmor Property 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 Brixmor Property 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.
Brixmor Property's Maximum Drawdown of
6.65 runs about
6.30 times its Standard Deviation of
1.06 . This indicates Maximum Drawdown substantially exceeds Standard Deviation for Brixmor Property.
Methodology, Assumptions & Data Sources
The current Standard Deviation for Brixmor Property is 1.06. Standard Deviation for Brixmor Property is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Brixmor Property operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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