Hercules Capital Mean Deviation
| HTGC Stock | | | USD 15.97 -0.01 -0.06% |
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 Hercules Capital's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
With Mean Deviation at 1.5, Hercules Capital shows moderate price variability. This places Hercules Capital within the typical volatility range for Asset Management & Custody Banks.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.5 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Hercules Capital |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Hercules Capital falls below the 1.54 peer average for Mean Deviation. Eagle Point Credit leads at 2.14 while Gladstone Investment registers the lowest at 1.0. Hercules Capital 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 Hercules Capital 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.
With Mean Deviation at
1.50 and Maximum Drawdown at
10.03 , Hercules Capital shows a
6.67 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Hercules Capital.
Methodology, Assumptions & Data Sources
The current Mean Deviation for Hercules Capital is 1.5. Mean Deviation for Hercules Capital is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Hercules Capital operates in the financial services 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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