Invesco Fundamental Mean Deviation
| PHBDelisted ETF | | | USD 17.90 -0.14 -0.78% |
Below is the Mean Deviation reference for Invesco Fundamental High, presenting the latest reading alongside historical and comparative data. Updates incorporate the latest end-of-day price and volume observations into the calculation.
Invesco Fundamental Volatility together with
Invesco Fundamental Price History extends the research frame for Invesco Fundamental.
Current Mean Deviation Value
Invesco Fundamental has a Mean Deviation of 0.18, indicating low price variability. This places Invesco Fundamental at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.18 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Invesco Fundamental |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Among sector peers, Invesco Fundamental's Mean Deviation of 0.18 is below the 0.51 group average. The range runs from 0.1152 (iShares iBonds 2027) to 1.57 (Invesco SAMPP SmallCap). Invesco Fundamental 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 Invesco Fundamental 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.
Invesco Fundamental's Maximum Drawdown of
1.20 runs about
6.68 times its Mean Deviation of
0.18 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for Invesco Fundamental.
Methodology, Assumptions & Data Sources
Invesco Fundamental has a current Mean Deviation reading of 0.18. The Mean Deviation for Invesco Fundamental applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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