Imperial Brands Mean Deviation
| IMBBF OTC | | | USD 38.90 1.95 5.28% |
Current and historical Mean Deviation readings for Imperial Brands PLC are documented here alongside peer-relative positioning.
Equity Screeners support ranking instruments by Mean Deviation and additional technical measures.
Imperial Brands Volatility and
Imperial Brands Price History offer additional context on Imperial Brands.
Current Mean Deviation Value
With Mean Deviation at 2.48, Imperial Brands shows moderate price variability. This places Imperial Brands within the typical volatility range for OTC Stock.
Mean Deviation | = | SUM(RET DEV)N |
| = | 2.48 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Imperial Brands |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 1.48 for Mean Deviation, with Imperial Brands at 2.48 falling above that level. Readings span 0.9291 (Henkel AG Co) to 2.43 (Tesco PLC). Imperial Brands has exhibited greater 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 Imperial Brands 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.
Imperial Brands records a Mean Deviation of
2.48 and a Maximum Drawdown of
11.50 , yielding roughly
4.64 units of Maximum Drawdown per Mean Deviation. This indicates Maximum Drawdown is significantly higher than Mean Deviation for Imperial Brands.
Methodology, Assumptions & Data Sources
Imperial Brands has a current Mean Deviation reading of 2.48. The Mean Deviation for Imperial Brands applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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