Sagicor Financial Mean Deviation
| SFC Stock | | | CAD 9.49 0.03 0.32% |
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 Sagicor Financial's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
Sagicor Financial carries a Mean Deviation of 1.46, consistent with moderate price variability. This places Sagicor Financial within the typical volatility range for Life & Health Insurance.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.46 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Sagicor Financial |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 1.13 for Mean Deviation, with Sagicor Financial at 1.46 falling above that level. Readings span 0.2683 (ECN Capital Corp) to 2.98 (Propel Holdings). Sagicor Financial 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 Sagicor Financial 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.
Sagicor Financial shows nearly
6.32 of Maximum Drawdown per unit of Mean Deviation (
1.46 versus
9.19 ). This indicates Maximum Drawdown substantially exceeds Mean Deviation for Sagicor Financial.
Methodology, Assumptions & Data Sources
Sagicor Financial has a current Mean Deviation reading of 1.46. This Mean Deviation reading for Sagicor Financial results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Sagicor Financial operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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