MFA Financial Standard Deviation
| MFA Stock | | | USD 9.75 -0.02 -0.20% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is MFA Financial's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
At 1.63, MFA Financial exhibits moderate price variability in Standard Deviation. This places MFA Financial within the typical volatility range for Stock.
Standard Deviation | = | SQRT(V) |
| = | 1.63 | |
Standard Deviation Peers Comparison
The peer group averages 2.37 for Standard Deviation, with MFA Financial at 1.63 falling below that level. Readings span 1.64 (PennyMac Mortgage Investment) to 3.55 (Granite Point Mortgage). MFA Financial has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for MFA Financial and its peers. Each point represents one equity — position along the horizontal axis shows Standard 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.
MFA Financial's Maximum Drawdown of
9.24 runs about
5.65 times its Standard Deviation of
1.63 . This indicates Maximum Drawdown substantially exceeds Standard Deviation for MFA Financial.
Methodology, Assumptions & Data Sources
MFA Financial's Standard Deviation currently stands at 1.63. MFA Financial's Standard Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. 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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