Great Elm Coefficient Of Variation
| GECC Stock | | | USD 5.69 0.02 0.35% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is Great Elm's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Great Elm carries a Coefficient Of Variation of
-1,137, consistent with that Great Elm's expected return over the measured period is negative, meaning volatility is not being compensated by positive performance. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | -1,137 | |
Coefficient Of Variation Peers Comparison
Great Elm falls above the -62769.38 peer average for Coefficient Of Variation. Sol Strategies Common leads at 907.62 while Hennessy Ad registers the lowest at -490173.9952. Relative to peers, Great Elm's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Great Elm and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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.
Compare Great Elm to PeersMethodology, Assumptions & Data Sources
The current Coefficient Of Variation for Great Elm is -1,137. The Coefficient Of Variation for Great Elm is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Great Elm operates in the financial services 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.
Other Technical Indicators