Ferguson Plc Mean Deviation
| FERG Stock | | | USD 241.34 -5.19 -2.11% |
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 Ferguson Plc's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
A Mean Deviation of 1.55 for Ferguson Plc signals moderate price variability. This places Ferguson Plc within the typical volatility range for Trading Companies & Distributors.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.55 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Ferguson Plc |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 1.6 for Mean Deviation, with Ferguson Plc at 1.55 falling below that level. Readings span 1.16 (WW Grainger) to 3.04 (Symbotic). Ferguson Plc has exhibited less 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 Ferguson Plc 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.
Ferguson Plc records a Mean Deviation of
1.55 and a Maximum Drawdown of
9.33 , yielding roughly
6.01 units of Maximum Drawdown per Mean Deviation. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Ferguson Plc.
Methodology, Assumptions & Data Sources
The current Mean Deviation for Ferguson Plc is 1.55. The Mean Deviation for Ferguson Plc is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Ferguson Plc operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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