Moderna Coefficient Of Variation
| MRNA Stock | | | USD 48.54 -0.25 -0.51% |
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 Moderna's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Moderna's Coefficient Of Variation of 1076.19 reflects 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 |
| = | 1076.19 | |
Coefficient Of Variation Peers Comparison
The peer group averages -421.06 for Coefficient Of Variation, with Moderna at 1076.19 falling above that level. Readings span -3919.6366 (Caris Life Sciences) to 2063.39 (BridgeBio Pharma). Relative to peers, Moderna'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 Moderna 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.
Moderna's Maximum Drawdown of
23.48 runs about
0.02 times its Coefficient Of Variation of
1,076 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Moderna. At
45.83 , Moderna's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
The current Coefficient Of Variation for Moderna is 1076.19. The Coefficient Of Variation for Moderna is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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