Invesco SAMPP Mean Deviation
| RWK ETF | | | USD 139.95 0.43 0.31% |
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
With Mean Deviation at 0.9247, Invesco SAMPP shows low price variability. This places Invesco SAMPP at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.9247 | |
| 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
Invesco SAMPP falls below the 1.09 peer average for Mean Deviation. Direxion Daily FTSE leads at 2.58 while Invesco SAMPP Ultra registers the lowest at 0.5691. 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.
The Maximum Drawdown-to-Mean Deviation ratio for Invesco SAMPP sits near
6.24 , with Mean Deviation at
0.92 and Maximum Drawdown at
5.77 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for Invesco SAMPP.
Methodology, Assumptions & Data Sources
Invesco SAMPP has a current Mean Deviation reading of 0.9247. This Mean Deviation reading for Invesco SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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