3 E Mean Deviation

Key Indicators . Mean Deviation . Stocks . USA . 
Stock . 3 E Network
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 3 E's current Mean Deviation with peer comparisons and related risk metrics.

Current Mean Deviation Value

At 0, 3 E exhibits low price variability in Mean Deviation. This places 3 E 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 3 E
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 3 E 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

3 E's Mean Deviation currently stands at 0. The Mean Deviation for 3 E applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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