Sandon Capital Standard Deviation
| SNC Stock | | | 0.76 -0.01 -1.30% |
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 Sandon Capital's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
Sandon Capital registers a Standard Deviation of 1.79, reflecting moderate price variability. This places Sandon Capital within the typical volatility range for Asset Management & Custody Banks.
Standard Deviation | = | SQRT(V) |
| = | 1.79 | |
Standard Deviation Peers Comparison
The peer group averages 1.45 for Standard Deviation, with Sandon Capital at 1.79 falling above that level. Readings span 0.2681 (National Storage REIT) to 3.33 (Microequities Asset Management). Sandon Capital 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 Sandon Capital 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.
Comparing Standard Deviation (
1.79 ) to Maximum Drawdown (
7.70 ) for Sandon Capital yields a
4.31 multiple. This indicates Maximum Drawdown is significantly higher than Standard Deviation for Sandon Capital.
Methodology, Assumptions & Data Sources
Sandon Capital has a current Standard Deviation reading of 1.79. This Standard Deviation reading for Sandon Capital 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. Sandon Capital operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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