AdvisorShares Restaurant Coefficient Of Variation
| EATZ ETF | | | USD 27.02 0.00 0.00% |
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 AdvisorShares Restaurant's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
At
-5,724, AdvisorShares Restaurant's Coefficient Of Variation indicates that AdvisorShares Restaurant's expected return over the measured period is negative, meaning volatility is not being compensated by positive performance. 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 |
| = | -5,724 | |
Coefficient Of Variation Peers Comparison
Among sector peers, AdvisorShares Restaurant's Coefficient Of Variation of -5723.9105 is below the -1212.79 group average. The range runs from -20384.9641 (Amplify Weight Loss) to 2991.33 (Genter Capital Dividend). Relative to peers, AdvisorShares Restaurant's current CV suggests a less favorable risk-return profile over the measured period, as volatility has not translated into positive expected returns.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for AdvisorShares Restaurant 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.
Compare AdvisorShares Restaurant to PeersMethodology, Assumptions & Data Sources
The current Coefficient Of Variation for AdvisorShares Restaurant is -5,724. The Coefficient Of Variation for AdvisorShares Restaurant applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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