CS Disco Mean Deviation

Key Indicators . Mean Deviation . Stocks USA . 
Stock . CS Disco LLC
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 CS Disco's current Mean Deviation with peer comparisons and related risk metrics.

Current Mean Deviation Value

CS Disco has a Mean Deviation of 0, indicating low price variability. This places CS Disco at the lower end of the volatility range for Stock.

Mean Deviation

 = 

SUM(RET DEV)

N

 = 
0
SUM = Summation notation
RET DEV = Sum of return deviations of CS Disco
N = Number of calculation points for selected time horizon

Mean Deviation Peers Comparison

Mean Deviation Relative To Other Indicators

The chart below plots Mean Deviation against Maximum Drawdown for CS Disco 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.

Methodology, Assumptions & Data Sources

CS Disco has a current Mean Deviation reading of 0. The Mean Deviation for CS Disco applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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