Brixmor Property Variance
| BRX Stock | | | USD 30.09 -0.20 -0.66% |
Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean. Below is Brixmor Property's current Variance with peer comparisons and related risk metrics.
Current Variance Value
Brixmor Property carries a Variance of 0.9256, consistent with low price variability. This places Brixmor Property at the lower end of the volatility range for Stock.
Variance | = | SUM(RET DEV)2N |
| = | 0.9256 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N | = | Number of points for the period |
Variance Peers Comparison
Brixmor Property's Variance of 0.9256 falls below the 2.18 peer average. Values range from 1.1 (NNN REIT) to 5.34 (Vornado Realty Trust), with wide dispersion across the group. Brixmor Property has exhibited less price dispersion than the peer average over the measured period.
Variance Relative To Other Indicators
The chart below plots Variance against Maximum Drawdown for Brixmor Property and its peers. Each point represents one equity — position along the horizontal axis shows Variance 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
5.15 runs about
5.56 times its Variance of
0.93 . This indicates Maximum Drawdown substantially exceeds Variance for Brixmor Property.
Methodology, Assumptions & Data Sources
Brixmor Property's Variance currently stands at 0.9256. Brixmor Property's Variance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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