Sea Mean Deviation

Key Indicators . Mean Deviation . Stocks . USA . 
Stock . Sea
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 Sea's current Mean Deviation with peer comparisons and related risk metrics.

Current Mean Deviation Value

A Mean Deviation of 0 for Sea signals low price variability. This places Sea at the lower end of the volatility range for Stock.

Mean Deviation

 = 

SUM(RET DEV)

N

 = 
0
SUM = Summation notation
RET DEV = Sum of return deviations of Sea
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 Sea 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 Sea is 0. The Mean Deviation for Sea is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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