Regal Beloit Mean Deviation
| RRX Stock | | | USD 233.12 11.10 5.00% |
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 Regal Beloit's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
A Mean Deviation of 2.57 for Regal Beloit signals moderate price variability. This places Regal Beloit within the typical volatility range for Stock.
Mean Deviation | = | SUM(RET DEV)N |
| = | 2.57 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Regal Beloit |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 1.64 for Mean Deviation, with Regal Beloit at 2.57 falling above that level. Readings span 1.21 (IDEX Corporation) to 2.27 (Flowserve). Regal Beloit 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 Regal Beloit 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.
Regal Beloit's Maximum Drawdown of
19.79 runs about
7.69 times its Mean Deviation of
2.57 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for Regal Beloit.
Methodology, Assumptions & Data Sources
Regal Beloit has a current Mean Deviation reading of 2.57. The Mean Deviation for Regal Beloit applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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