Matthews Emerging Mean Deviation
| EMSF ETF | | | USD 39.06 1.11 2.92% |
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 Matthews Emerging's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
The current Mean Deviation of 1.64 places Matthews Emerging at moderate price variability. This places Matthews Emerging within the typical volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.64 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Matthews Emerging |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Matthews Emerging falls above the 0.82 peer average for Mean Deviation. ProShares Ultra SmallCap600 leads at 1.83 while WBI BullBear Yield registers the lowest at 0.4256. Matthews Emerging 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 Matthews Emerging 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.
Matthews Emerging records a Mean Deviation of
1.64 and a Maximum Drawdown of
8.98 , yielding roughly
5.46 units of Maximum Drawdown per Mean Deviation. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Matthews Emerging.
Methodology, Assumptions & Data Sources
Matthews Emerging's Mean Deviation currently stands at 1.64. Mean Deviation for Matthews Emerging is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. 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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