Invesco SAMPP Mean Deviation
| SPVUDelisted ETF | | | USD 63.61 -0.44 -0.69% |
Below is the Mean Deviation reference for Invesco SAMPP 500, presenting the latest reading alongside historical and comparative data.
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Invesco SAMPP Volatility paired with
Invesco SAMPP Price History provides supplemental context on Invesco SAMPP.
Current Mean Deviation Value
With Mean Deviation at 0.6282, Invesco SAMPP shows low price variability. This places Invesco SAMPP at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.6282 | |
| 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 falls below the 0.8 peer average for Mean Deviation. iShares JPX Nikkei 400 leads at 1.17 while First Trust Exchange Traded registers the lowest at 0.5081. 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.
Comparing Mean Deviation (
0.63 ) to Maximum Drawdown (
3.29 ) for Invesco SAMPP yields a
5.24 multiple. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Invesco SAMPP.
Methodology, Assumptions & Data Sources
Invesco SAMPP has a current Mean Deviation reading of 0.6282. The Mean Deviation for Invesco SAMPP applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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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