Selective Insurance Mean Deviation
| SIGI Stock | | | USD 84.69 1.69 2.04% |
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 Selective Insurance's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
At 1.25, Selective Insurance exhibits moderate price variability in Mean Deviation. This places Selective Insurance within the typical volatility range for Stock.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.25 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Selective Insurance |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Relative to peers, Selective Insurance's Mean Deviation is below the group average of 1.81. Peer readings range from 0.9363 (International Bancshares) to 3.94 (Aspen Insurance Holdings), reflecting wide dispersion across the sector. Selective Insurance 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 Selective Insurance 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.
At
1.25 for Mean Deviation and
10.95 for Maximum Drawdown, Selective Insurance's cross-indicator ratio sits almost
8.79 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for Selective Insurance.
Methodology, Assumptions & Data Sources
Selective Insurance has a current Mean Deviation reading of 1.25. This Mean Deviation reading for Selective Insurance results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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