Invesco SAMPP Mean Deviation
| PSCF ETF | | | USD 62.59 0.24 0.38% |
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 Invesco SAMPP's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
At 0.8616, Invesco SAMPP exhibits low price variability in Mean Deviation. This places Invesco SAMPP at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.8616 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Invesco SAMPP |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Relative to peers, Invesco SAMPP's Mean Deviation is below the group average of 0.98. Peer readings range from 0.689 (Principal Exchange Traded Funds) to 1.3 (First Trust Latin), reflecting moderate dispersion across the sector. Invesco SAMPP 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 SAMPP 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 SAMPP records a Mean Deviation of
0.86 and a Maximum Drawdown of
4.52 , yielding roughly
5.25 units of Maximum Drawdown per Mean Deviation. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Invesco SAMPP.
Methodology, Assumptions & Data Sources
The current Mean Deviation for Invesco SAMPP is 0.8616. The Mean Deviation for Invesco SAMPP applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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