TCW Transform Coefficient Of Variation
| SUPP ETF | | | 82.90 2.17 2.69% |
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 TCW Transform's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
At 700.62, TCW Transform's Coefficient Of Variation indicates high dispersion relative to expected return — volatility substantially exceeds the return signal. 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 |
| = | 700.62 | |
Coefficient Of Variation Peers Comparison
Among sector peers, TCW Transform's Coefficient Of Variation of 700.62 is above the 694.04 group average. The range runs from -2712.7132 (AIM ETF Products) to 2656.49 (Sprott Nickel Miners). Relative to peers, TCW Transform's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for TCW Transform 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.
TCW Transform's Coefficient Of Variation reads
700.63 while Maximum Drawdown reads
7.62 , a
0.01 ratio between the two. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for TCW Transform. Coefficient Of Variation runs about
91.96 times Maximum Drawdown for TCW Transform Supply
Methodology, Assumptions & Data Sources
TCW Transform has a current Coefficient Of Variation reading of 700.62. The Coefficient Of Variation for TCW Transform applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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