Smith Douglas Mean Deviation
| SDHC Stock | | | 13.03 0.34 2.68% |
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 Smith Douglas's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
At 2.75, Smith Douglas exhibits moderate price variability in Mean Deviation. This places Smith Douglas within the typical volatility range for Household Durables.
Mean Deviation | = | SUM(RET DEV)N |
| = | 2.75 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Smith Douglas |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Relative to peers, Smith Douglas's Mean Deviation is above the group average of 1.49. Peer readings range from 0.2841 (Plymouth Industrial REIT) to 3.09 (Real Brokerage), reflecting wide dispersion across the sector. Smith Douglas 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 Smith Douglas 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.
With Mean Deviation at
2.75 and Maximum Drawdown at
24.32 , Smith Douglas shows a
8.84 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Smith Douglas.
Methodology, Assumptions & Data Sources
Smith Douglas' Mean Deviation currently stands at 2.75. The Mean Deviation for Smith Douglas applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Smith Douglas operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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