Matson Coefficient Of Variation
| MATX Stock | | | USD 180.15 -3.22 -1.76% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is Matson's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Matson carries a Coefficient Of Variation of 904.81, consistent with high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 904.81 | |
Coefficient Of Variation Peers Comparison
Matson falls above the 766.67 peer average for Coefficient Of Variation. Kadant Inc leads at 9207.89 while Korn Ferry registers the lowest at -3630.2446. Relative to peers, Matson's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Matson and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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.
Matson's Maximum Drawdown of
8.23 runs about
0.01 times its Coefficient Of Variation of
904.81 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Matson. At
109.92 , Matson Inc's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
Matson's Coefficient Of Variation currently stands at 904.81. Coefficient Of Variation for Matson is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators