Murphy Oil Coefficient Of Variation
| MUR Stock | | | USD 39.00 -0.56 -1.42% |
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 Murphy Oil's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Murphy Oil carries a Coefficient Of Variation of 807.45, 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 |
| = | 807.45 | |
Coefficient Of Variation Peers Comparison
Murphy Oil falls above the 667.11 peer average for Coefficient Of Variation. Valvoline leads at 3769.77 while Gulfport Energy Operating registers the lowest at -5164.6341. Relative to peers, Murphy Oil'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 Murphy Oil 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.
Murphy Oil's Coefficient Of Variation reads
807.45 while Maximum Drawdown reads
14.54 , a
0.02 ratio between the two. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Murphy Oil. Coefficient Of Variation runs about
55.55 times Maximum Drawdown for Murphy Oil
Methodology, Assumptions & Data Sources
The current Coefficient Of Variation for Murphy Oil is 807.45. The Coefficient Of Variation for Murphy Oil 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. Murphy Oil operates in the energy sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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