Federal Realty Mean Deviation
| FRT Stock | | | USD 115.29 0.82 0.72% |
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 Federal Realty's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
Federal Realty registers a Mean Deviation of 0.8484, reflecting low price variability. This places Federal Realty at the lower end of the volatility range for Stock.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.8484 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Federal Realty |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Federal Realty's Mean Deviation of 0.8484 falls below the 1.01 peer average. Values range from 0.7449 (Regency Centers) to 1.56 (Macerich Company), with moderate dispersion across the group. Federal Realty 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 Federal Realty 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.
Comparing Mean Deviation (
0.85 ) to Maximum Drawdown (
4.74 ) for Federal Realty yields a
5.58 multiple. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Federal Realty.
Methodology, Assumptions & Data Sources
The current Mean Deviation for Federal Realty is 0.8484. Federal Realty's Mean Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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