VanEck Pharmaceutical Standard Deviation
| PPH ETF | | | USD 100.93 -1.30 -1.27% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is VanEck Pharmaceutical's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
At 1.07, VanEck Pharmaceutical exhibits moderate price variability in Standard Deviation. This places VanEck Pharmaceutical within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.07 | |
Standard Deviation Peers Comparison
The peer group averages 1.59 for Standard Deviation, with VanEck Pharmaceutical at 1.07 falling below that level. Readings span 0.8862 (Longview Advantage ETF) to 3.41 (Sprott Gold Miners). VanEck Pharmaceutical has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for VanEck Pharmaceutical and its peers. Each point represents one equity — position along the horizontal axis shows Standard 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.
At
1.07 for Standard Deviation and
4.73 for Maximum Drawdown, VanEck Pharmaceutical's cross-indicator ratio sits almost
4.40 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for VanEck Pharmaceutical.
Methodology, Assumptions & Data Sources
The current Standard Deviation for VanEck Pharmaceutical is 1.07. VanEck Pharmaceutical's Standard Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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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