T ROWE Mean Deviation
| PRIDX Fund | | | USD 81.84 0.32 0.39% |
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 T ROWE's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
The Mean Deviation of 0.9328 for T ROWE indicates low price variability. This places T ROWE at the lower end of the volatility range for Mutual Fund Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.9328 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of T ROWE |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
T ROWE's Mean Deviation of 0.9328 falls below the 1.06 peer average. Values range from 0.7945 (T Rowe Price) to 1.31 (T Rowe Price), with tight clustering across the group. T ROWE 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 T Rowe 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.
T ROWE's Maximum Drawdown of
5.81 runs about
6.23 times its Mean Deviation of
0.93 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for T ROWE.
Methodology, Assumptions & Data Sources
The current Mean Deviation for T ROWE is 0.9328. This Mean Deviation reading for T ROWE results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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