MSC Industrial Coefficient Of Variation
| MSM Stock | | | USD 104.31 -0.70 -0.67% |
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 MSC Industrial's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
MSC Industrial has a Coefficient Of Variation of 969.48, indicating 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 |
| = | 969.48 | |
Coefficient Of Variation Peers Comparison
The peer group averages -266.74 for Coefficient Of Variation, with MSC Industrial at 969.48 falling above that level. Readings span -1678.9652 (SiteOne Landscape Supply) to 1658.0 (Arcosa Inc). Relative to peers, MSC Industrial'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 MSC Industrial 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.
MSC Industrial shows nearly
0.01 of Maximum Drawdown per unit of Coefficient Of Variation (
969.48 versus
8.56 ). This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for MSC Industrial. The spread between Coefficient Of Variation and Maximum Drawdown for MSC Industrial Direct sits at
113.25 Methodology, Assumptions & Data Sources
MSC Industrial's Coefficient Of Variation currently stands at 969.48. This Coefficient Of Variation reading for MSC Industrial results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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