Data Communications Coefficient Of Variation
| DCM Stock | | | CAD 1.61 -0.03 -1.83% |
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 Data Communications's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
A Coefficient Of Variation of 4024.11 for Data Communications signals 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 |
| = | 4024.11 | |
Coefficient Of Variation Peers Comparison
Data Communications's Coefficient Of Variation of 4024.11 falls below the 9600.97 peer average. Values range from -5135.2704 (Atlas Engineered Products) to 72242.53 (Vitreous Glass), with wide dispersion across the group. Relative to peers, Data Communications shows more consistent returns per unit of risk.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Data Communications 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.
Data Communications shows nearly
0.004 of Maximum Drawdown per unit of Coefficient Of Variation (
4,024 versus
16.20 ). This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Data Communications. The spread between Coefficient Of Variation and Maximum Drawdown for Data Communications Management sits at
248.48 Methodology, Assumptions & Data Sources
Data Communications' Coefficient Of Variation currently stands at 4024.11. Coefficient Of Variation for Data Communications is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Data Communications operates in the industrials 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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