Invesco SAMPP Mean Deviation
| SPVM ETF | | | USD 70.58 -0.70 -0.98% |
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 Invesco SAMPP's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
Invesco SAMPP registers a Mean Deviation of 0.553, reflecting low price variability. This places Invesco SAMPP at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.553 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Invesco SAMPP |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Invesco SAMPP's Mean Deviation of 0.553 falls below the 1.0 peer average. Values range from 0.5544 (Cambria Value and) to 1.58 (KraneShares MSCI Emerging), with wide dispersion across the group. Invesco SAMPP 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 Invesco SAMPP 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.
Invesco SAMPP shows nearly
5.45 of Maximum Drawdown per unit of Mean Deviation (
0.55 versus
3.01 ). This indicates Maximum Drawdown substantially exceeds Mean Deviation for Invesco SAMPP.
Methodology, Assumptions & Data Sources
Invesco SAMPP's Mean Deviation currently stands at 0.553. The Mean Deviation for Invesco SAMPP applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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