GameStop Corp Coefficient Of Variation
| GME Stock | | | USD 23.97 -1.20 -4.77% |
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 GameStop Corp's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
GameStop Corp has a Coefficient Of Variation of 4046.36, indicating high dispersion relative to expected return — volatility substantially exceeds the return signal. 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 |
| = | 4046.36 | |
Coefficient Of Variation Peers Comparison
The peer group averages 142.9 for Coefficient Of Variation, with GameStop Corp at 4046.36 falling above that level. Readings span -1774.1077 (Norwegian Cruise Line) to 3417.83 (QuantumScape Class). Relative to peers, GameStop Corp'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 GameStop Corp 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.
With Coefficient Of Variation at
4,046 and Maximum Drawdown at
16.47 , GameStop Corp shows a
0.0041 -to-one ratio between these indicators. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for GameStop Corp. The Coefficient Of Variation to Maximum Drawdown ratio for GameStop Corp comes in at
245.65 Methodology, Assumptions & Data Sources
GameStop Corp has a current Coefficient Of Variation reading of 4046.36. GameStop Corp's Coefficient Of Variation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. 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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