Anglo American Mean Deviation
| NGLOY Pink Sheet | | | USD 26.00 1.82 7.53% |
This reference covers Mean Deviation for Anglo American PLC, with current readings, historical data, and sector peer comparisons. To screen for instruments by Mean Deviation thresholds and other criteria, see
Equity Screeners. The pairing of
Anglo American Volatility and
Anglo American Price History broadens the analytical view on Anglo American.
Current Mean Deviation Value
Anglo American's Mean Deviation of 2.45 reflects moderate price variability. This places Anglo American within the typical volatility range for Pink Sheet.
Mean Deviation | = | SUM(RET DEV)N |
| = | 2.45 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Anglo American |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Among sector peers, Anglo American's Mean Deviation of 2.45 is below the 4.23 group average. The range runs from 0.4232 (IGO Limited) to 31.4 (Avarone Metals). Anglo American has exhibited less price dispersion than the peer average over the measured period.
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for Anglo American 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.
Anglo American's Maximum Drawdown of
11.95 runs about
4.88 times its Mean Deviation of
2.45 . This indicates Maximum Drawdown is significantly higher than Mean Deviation for Anglo American.
Methodology, Assumptions & Data Sources
Anglo American has a current Mean Deviation reading of 2.45. The Mean Deviation for Anglo American applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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