Invesco DWA Mean Deviation

Key Indicators . Mean Deviation . ETFs . USA . 
ETF . Invesco DWA Basic
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 DWA's current Mean Deviation with peer comparisons and related risk metrics.

Current Mean Deviation Value

The current Mean Deviation of 0 places Invesco DWA at low price variability. This places Invesco DWA at the lower end of the volatility range for ETF.

Mean Deviation

 = 

SUM(RET DEV)

N

 = 
0
SUM = Summation notation
RET DEV = Sum of return deviations of Invesco DWA
N = Number of calculation points for selected time horizon

Mean Deviation Peers Comparison

Mean Deviation Relative To Other Indicators

The chart below plots Mean Deviation against Maximum Drawdown for Invesco DWA 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.

Methodology, Assumptions & Data Sources

The current Mean Deviation for Invesco DWA is 0. This Mean Deviation reading for Invesco DWA results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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