KT Mean Deviation
| KT Stock | | | USD 21.21 0.25 1.19% |
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 KT's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
The current Mean Deviation of 1.32 places KT at moderate price variability. This places KT within the typical volatility range for Diversified Telecommunication Services.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.32 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of KT |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
KT falls below the 1.82 peer average for Mean Deviation. Lumen Technologies leads at 3.44 while Frontier Communications Parent registers the lowest at 0.133. KT 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 KT 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 (
1.32 ) to Maximum Drawdown (
8.15 ) for KT yields a
6.19 multiple. This indicates Maximum Drawdown substantially exceeds Mean Deviation for KT.
Methodology, Assumptions & Data Sources
The current Mean Deviation for KT is 1.32. This Mean Deviation reading for KT results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. KT operates in the communication services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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