Navigator Global Mean Deviation
The mean deviation of the equity instrument is the first measure of the distances between each value of security historical prices and the mean. It gives us an idea of how spread out from the center the distribution of returns. Below is Navigator Global's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
Navigator Global registers a Mean Deviation of 0, reflecting low price variability. This places Navigator Global at the lower end of the volatility range for Stock.
| = | 0 |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Navigator Global |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for Navigator Global and its peers. Each point represents one equity — position along the horizontal axis shows Mean 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.
Mean Deviation |
Maximum Drawdown |
Methodology, Assumptions & Data Sources
The current Mean Deviation for Navigator Global is 0. The Mean Deviation for Navigator Global applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.