ELF Beauty Mean Deviation
| ELF Stock | | | USD 60.86 -0.93 -1.51% |
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 ELF Beauty's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
The Mean Deviation of 3.34 for ELF Beauty indicates moderate price variability. This places ELF Beauty within the typical volatility range for Personal Care Products.
Mean Deviation | = | SUM(RET DEV)N |
| = | 3.34 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of ELF Beauty |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Relative to peers, ELF Beauty's Mean Deviation is above the group average of 1.58. Peer readings range from 0.816 (Ingredion Incorporated) to 2.1 (Coty Inc), reflecting moderate dispersion across the sector. ELF Beauty has exhibited greater 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 ELF Beauty 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.
ELF Beauty records a Mean Deviation of
3.34 and a Maximum Drawdown of
20.96 , yielding roughly
6.27 units of Maximum Drawdown per Mean Deviation. This indicates Maximum Drawdown substantially exceeds Mean Deviation for ELF Beauty.
Methodology, Assumptions & Data Sources
The current Mean Deviation for ELF Beauty is 3.34. The Mean Deviation for ELF Beauty applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. ELF Beauty operates in the consumer defensive 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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