Schneider National Mean Deviation
| SNDR Stock | | | USD 30.65 -0.25 -0.81% |
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 Schneider National's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
Schneider National carries a Mean Deviation of 1.66, consistent with moderate price variability. This places Schneider National within the typical volatility range for Stock.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.66 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Schneider National |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Schneider National's Mean Deviation of 1.66 falls below the 2.15 peer average. Values range from 1.27 (Brady) to 3.34 (VSE Corporation), with moderate dispersion across the group. Schneider National 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 Schneider National 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.
Schneider National's Mean Deviation reads
1.66 while Maximum Drawdown reads
10.47 , a
6.32 ratio between the two. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Schneider National.
Methodology, Assumptions & Data Sources
Schneider National's Mean Deviation currently stands at 1.66. The Mean Deviation for Schneider National is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. 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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