Ellomay Capital Standard Deviation
| ELLO Stock | | | USD 24.58 0.08 0.33% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is Ellomay Capital's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
Ellomay Capital has a Standard Deviation of 2.74, indicating moderate price variability. This places Ellomay Capital within the typical volatility range for Independent Power and Renewable Electricity Producers.
Standard Deviation | = | SQRT(V) |
| = | 2.74 | |
Standard Deviation Peers Comparison
Relative to peers, Ellomay Capital's Standard Deviation is below the group average of 3.69. Peer readings range from 0.6422 (Georgia Power Co) to 7.38 (Verde Clean Fuels), reflecting wide dispersion across the sector. Ellomay Capital has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for Ellomay Capital and its peers. Each point represents one equity — position along the horizontal axis shows Standard 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.
Ellomay Capital shows nearly
4.73 of Maximum Drawdown per unit of Standard Deviation (
2.74 versus
12.99 ). This indicates Maximum Drawdown is significantly higher than Standard Deviation for Ellomay Capital.
Methodology, Assumptions & Data Sources
Ellomay Capital has a current Standard Deviation reading of 2.74. Standard Deviation for Ellomay Capital is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Ellomay Capital operates in the utilities 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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