Invesco SAMPP Mean Deviation
| PSCH ETF | | | USD 45.12 0.20 0.45% |
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
A Mean Deviation of 1.08 for Invesco SAMPP signals moderate price variability. This places Invesco SAMPP within the typical volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.08 | |
| 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
The peer group averages 0.82 for Mean Deviation, with Invesco SAMPP at 1.08 falling above that level. Readings span 0.2943 (Innovator Equity Accelerated) to 1.76 (SPDR SAMPP Transportation). Invesco SAMPP has exhibited greater 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.
At
1.08 for Mean Deviation and
7.03 for Maximum Drawdown, Invesco SAMPP's cross-indicator ratio sits almost
6.53 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for Invesco SAMPP.
Methodology, Assumptions & Data Sources
Invesco SAMPP has a current Mean Deviation reading of 1.08. This Mean Deviation reading for Invesco SAMPP 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. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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