Advisors Inner Mean Deviation
| DIVP ETF | | | 26.35 -0.08 -0.30% |
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 Advisors Inner's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
At 0.4995, Advisors Inner's Mean Deviation indicates low price variability. This places Advisors Inner at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.4995 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Advisors Inner |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 0.76 for Mean Deviation, with Advisors Inner at 0.4995 falling below that level. Readings span 0.4219 (WBI BullBear Yield) to 1.68 (Matthews Emerging Markets). Advisors Inner 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 Advisors Inner 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.
Advisors Inner's Mean Deviation reads
0.50 while Maximum Drawdown reads
2.70 , a
5.41 ratio between the two. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Advisors Inner.
Methodology, Assumptions & Data Sources
Advisors Inner's Mean Deviation currently stands at 0.4995. The Mean Deviation for Advisors Inner is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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