ICL Israel Standard Deviation
| ICL Stock | | | USD 6.01 0.01 0.17% |
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 ICL Israel's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
With Standard Deviation at 2.53, ICL Israel shows moderate price variability. This places ICL Israel within the typical volatility range for Fertilizers & Agricultural Chemicals.
Standard Deviation | = | SQRT(V) |
| = | 2.53 | |
Standard Deviation Peers Comparison
ICL Israel's Standard Deviation of 2.53 falls below the 3.41 peer average. Values range from 2.17 (Ternium SA ADR) to 4.98 (Coeur Mining), with moderate dispersion across the group. ICL Israel 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 ICL Israel 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.
The Maximum Drawdown-to-Standard Deviation ratio for ICL Israel sits near
5.12 , with Standard Deviation at
2.53 and Maximum Drawdown at
12.97 . This indicates Maximum Drawdown substantially exceeds Standard Deviation for ICL Israel.
Methodology, Assumptions & Data Sources
The current Standard Deviation for ICL Israel is 2.53. The Standard Deviation for ICL Israel is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. ICL Israel operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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