IShares MSCI Mean Deviation
| INDA ETF | | | USD 47.97 0.45 0.95% |
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 IShares MSCI's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
With Mean Deviation at 0.9692, IShares MSCI shows low price variability. This places IShares MSCI at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.9692 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of IShares MSCI |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
IShares MSCI falls above the 0.89 peer average for Mean Deviation. iShares MSCI EAFE leads at 1.18 while iShares Global Infrastructure registers the lowest at 0.626. IShares MSCI 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 IShares MSCI 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.
IShares MSCI's Maximum Drawdown of
5.50 runs about
5.67 times its Mean Deviation of
0.97 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for IShares MSCI.
Methodology, Assumptions & Data Sources
The current Mean Deviation for IShares MSCI is 0.9692. The Mean Deviation for IShares MSCI 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. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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