Spok Holdings Coefficient Of Variation
| SPOK Stock | | | USD 10.83 0.21 1.98% |
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 Spok Holdings's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Spok Holdings has a Coefficient Of Variation of
-760.74, indicating that Spok Holdings'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 |
| = | -760.74 | |
Coefficient Of Variation Peers Comparison
The peer group averages 878.47 for Coefficient Of Variation, with Spok Holdings at -760.7435 falling below that level. Readings span -2162.9946 (Senseonics Holdings Common) to 2300.22 (Canopy Growth Corp). Relative to peers, Spok Holdings'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 Spok Holdings 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 Spok Holdings to PeersMethodology, Assumptions & Data Sources
Spok Holdings' Coefficient Of Variation currently stands at -760.74. The Coefficient Of Variation for Spok Holdings is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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