Source Capital Coefficient Of Variation
| SOR Stock | | | USD 46.42 -0.03 -0.06% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is Source Capital's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Source Capital carries a Coefficient Of Variation of
-8,057, consistent with that Source Capital's expected return over the measured period is negative, meaning volatility is not being compensated by positive performance. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | -8,057 | |
Coefficient Of Variation Peers Comparison
Source Capital falls below the -3269.84 peer average for Coefficient Of Variation. Gladstone Capital leads at 3616.52 while BNY Mellon Strategic registers the lowest at -22826.8733. Relative to peers, Source Capital's current CV suggests a less favorable risk-return profile over the measured period, as volatility has not translated into positive expected returns.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Source Capital and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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.
Compare Source Capital to PeersMethodology, Assumptions & Data Sources
Source Capital has a current Coefficient Of Variation reading of -8,057. Source Capital's Coefficient Of Variation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators