DXP Enterprises Coefficient Of Variation
| DXPE Stock | | | USD 149.80 -31.71 -17.47% |
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 DXP Enterprises's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
At 596.15, DXP Enterprises exhibits high dispersion relative to expected return — volatility substantially exceeds the return signal in Coefficient Of Variation. 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 |
| = | 596.15 | |
Coefficient Of Variation Peers Comparison
Relative to peers, DXP Enterprises's Coefficient Of Variation is below the group average of 1432.23. Peer readings range from -872.377 (Enerpac Tool Group) to 9026.95 (Helios Technologies), reflecting wide dispersion across the sector. Relative to peers, DXP Enterprises 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 DXP Enterprises 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
596.15 and Maximum Drawdown at
13.86 , DXP Enterprises shows a
0.02 -to-one ratio between these indicators. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for DXP Enterprises. The Coefficient Of Variation to Maximum Drawdown ratio for DXP Enterprises comes in at
43.02 Methodology, Assumptions & Data Sources
DXP Enterprises' Coefficient Of Variation currently stands at 596.15. The Coefficient Of Variation for DXP Enterprises is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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