CSX Mean Deviation
| CSX Stock | | | USD 45.41 -0.77 -1.67% |
The mean deviation of the equity instrument is the first measure of the distances between each value of security historical prices and the mean. It gives us an idea of how spread out from the center the distribution of returns. Below is CSX's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
CSX has a Mean Deviation of 1.16, indicating moderate price variability. This places CSX within the typical volatility range for Ground Transportation.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.16 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of CSX |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Among sector peers, CSX's Mean Deviation of 1.16 is below the 1.47 group average. The range runs from 0.9295 (Norfolk Southern) to 2.55 (Thomson Reuters). CSX has exhibited less price dispersion than the peer average over the measured period.
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for CSX and its peers. Each point represents one equity — position along the horizontal axis shows Mean 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.
CSX's Maximum Drawdown of
6.69 runs about
5.79 times its Mean Deviation of
1.16 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for CSX.
Methodology, Assumptions & Data Sources
CSX has a current Mean Deviation reading of 1.16. This Mean Deviation reading for CSX results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. CSX operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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