AG Mortgage Coefficient Of Variation
| MITT Stock | | | USD 7.86 -0.03 -0.38% |
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 AG Mortgage's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
At
-4,438, AG Mortgage's Coefficient Of Variation indicates that AG Mortgage's expected return over the measured period is negative, meaning volatility is not being compensated by positive performance. 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 |
| = | -4,438 | |
Coefficient Of Variation Peers Comparison
Among sector peers, AG Mortgage's Coefficient Of Variation of -4437.9833 is below the -609.25 group average. The range runs from -9361.6698 (Seven Hills Realty) to 2165.42 (Ares Commercial Real). Relative to peers, AG Mortgage's current CV suggests a less favorable risk-return profile over the measured period, as volatility has not translated into positive expected returns.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for AG Mortgage 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.
Compare AG Mortgage to PeersMethodology, Assumptions & Data Sources
AG Mortgage has a current Coefficient Of Variation reading of -4,438. The Coefficient Of Variation for AG Mortgage applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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