Sigma Lithium Standard Deviation
| SGML Stock | | | USD 22.84 -0.01 -0.04% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is Sigma Lithium's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
The Standard Deviation of 7.76 for Sigma Lithium indicates elevated price variability. This places Sigma Lithium toward the higher end of the volatility range for Stock.
Standard Deviation | = | SQRT(V) |
| = | 7.76 | |
Standard Deviation Peers Comparison
The peer group averages 5.96 for Standard Deviation, with Sigma Lithium at 7.76 falling above that level. Readings span 3.06 (Metallus) to 14.79 (Graphjet Technology). Sigma Lithium has exhibited greater price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for Sigma Lithium and its peers. Each point represents one equity — position along the horizontal axis shows Standard 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-Standard Deviation ratio for Sigma Lithium sits near
5.29 , with Standard Deviation at
7.76 and Maximum Drawdown at
41.08 . This indicates Maximum Drawdown substantially exceeds Standard Deviation for Sigma Lithium.
Methodology, Assumptions & Data Sources
Sigma Lithium's Standard Deviation currently stands at 7.76. Standard Deviation for Sigma Lithium is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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