Coca Cola Coefficient Of Variation
| COKE Stock | | | USD 174.31 -3.30 -1.86% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is Coca Cola's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
The Coefficient Of Variation of 1109.84 for Coca Cola indicates high dispersion relative to expected return — volatility substantially exceeds the return signal. 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 |
| = | 1109.84 | |
Coefficient Of Variation Peers Comparison
Relative to peers, Coca Cola's Coefficient Of Variation is above the group average of -3258.3. Peer readings range from -19420.1085 (Brown Forman) to 1033.68 (Primo Brands), reflecting tight clustering across the sector. Relative to peers, Coca Cola'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 Coca Cola 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.
With Coefficient Of Variation at
1,110 and Maximum Drawdown at
20.98 , Coca Cola shows a
0.02 -to-one ratio between these indicators. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Coca Cola. The Coefficient Of Variation to Maximum Drawdown ratio for Coca Cola Consolidated comes in at
52.91 Methodology, Assumptions & Data Sources
Coca Cola has a current Coefficient Of Variation reading of 1109.84. Coca Cola's Coefficient Of Variation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Coca Cola operates in the consumer defensive sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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