IShares ESG Mean Deviation
| SUSL ETF | | | USD 130.82 0.75 0.58% |
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 IShares ESG's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
At 0.817, IShares ESG's Mean Deviation indicates low price variability. This places IShares ESG at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.817 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of IShares ESG |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 0.99 for Mean Deviation, with IShares ESG at 0.817 falling below that level. Readings span 0.4856 (FT Cboe Vest) to 1.62 (iShares Asia 50). IShares ESG 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 IShares ESG 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.
The Maximum Drawdown-to-Mean Deviation ratio for IShares ESG sits near
5.32 , with Mean Deviation at
0.82 and Maximum Drawdown at
4.35 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for IShares ESG.
Methodology, Assumptions & Data Sources
IShares ESG's Mean Deviation currently stands at 0.817. The Mean Deviation for IShares ESG is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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