Graham Mean Deviation
| GHM Stock | | | USD 98.19 1.11 1.14% |
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 Graham's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
At 2.67, Graham exhibits moderate price variability in Mean Deviation. This places Graham within the typical volatility range for Industrial Machinery & Supplies & Components.
Mean Deviation | = | SUM(RET DEV)N |
| = | 2.67 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Graham |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Relative to peers, Graham's Mean Deviation is below the group average of 3.49. Peer readings range from 2.02 (Transcat) to 11.04 (LogicMark), reflecting wide dispersion across the sector. Graham 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 Graham 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.
Graham shows nearly
8.07 of Maximum Drawdown per unit of Mean Deviation (
2.67 versus
21.53 ). This indicates Maximum Drawdown substantially exceeds Mean Deviation for Graham.
Methodology, Assumptions & Data Sources
Graham's Mean Deviation currently stands at 2.67. The Mean Deviation for Graham is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Graham operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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