BlackRock Intermediate Mean Deviation
| INMU ETF | | | USD 24.10 0.03 0.12% |
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 BlackRock Intermediate's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
BlackRock Intermediate's Mean Deviation of 0.1234 reflects low price variability. This places BlackRock Intermediate at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.1234 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of BlackRock Intermediate |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Among sector peers, BlackRock Intermediate's Mean Deviation of 0.1234 is below the 0.33 group average. The range runs from 0.0782 (Fm 2 Year Investment) to 0.7957 (Change Finance Diversified). BlackRock Intermediate 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 BlackRock Intermediate 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.
Comparing Mean Deviation (
0.12 ) to Maximum Drawdown (
1.12 ) for BlackRock Intermediate yields a
9.09 multiple. This indicates Maximum Drawdown substantially exceeds Mean Deviation for BlackRock Intermediate.
Methodology, Assumptions & Data Sources
BlackRock Intermediate has a current Mean Deviation reading of 0.1234. The Mean Deviation for BlackRock Intermediate 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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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