Federal Realty Standard Deviation
| FRT Stock | | | USD 115.67 -1.10 -0.94% |
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 Federal Realty's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
With Standard Deviation at 1.19, Federal Realty shows moderate price variability. This places Federal Realty within the typical volatility range for Retail REITs.
Standard Deviation | = | SQRT(V) |
| = | 1.19 | |
Standard Deviation Peers Comparison
Federal Realty's Standard Deviation of 1.19 falls below the 1.38 peer average. Values range from 0.9961 (Regency Centers) to 2.12 (Macerich Company), with moderate dispersion across the group. Federal Realty 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 Federal Realty 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.
Comparing Standard Deviation (
1.19 ) to Maximum Drawdown (
6.19 ) for Federal Realty yields a
5.20 multiple. This indicates Maximum Drawdown substantially exceeds Standard Deviation for Federal Realty.
Methodology, Assumptions & Data Sources
Federal Realty has a current Standard Deviation reading of 1.19. This Standard Deviation reading for Federal Realty results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Federal Realty operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators