Silicon Laboratories Mean Deviation

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

Current Mean Deviation Value

At 0, Silicon Laboratories exhibits low price variability in Mean Deviation. This places Silicon Laboratories 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 Silicon Laboratories
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 Silicon Laboratories 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

Silicon Laboratories' Mean Deviation currently stands at 0. This Mean Deviation reading for Silicon Laboratories results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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