Gentherm Coefficient Of Variation
| THRM Stock | | | USD 30.81 -0.06 -0.19% |
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 Gentherm's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
At 105936.63, Gentherm exhibits high dispersion relative to expected return — volatility substantially exceeds the return signal in Coefficient Of Variation. 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 |
| = | 105936.63 | |
Coefficient Of Variation Peers Comparison
Relative to peers, Gentherm's Coefficient Of Variation is above the group average of 2701.89. Peer readings range from -3370.2458 (Melco Resorts Entertainment) to 16590.31 (LiveWire Group), reflecting wide dispersion across the sector. Relative to peers, Gentherm'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 Gentherm 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.
Gentherm shows nearly
0.0001 of Maximum Drawdown per unit of Coefficient Of Variation (
105,937 versus
13.95 ). This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Gentherm. The spread between Coefficient Of Variation and Maximum Drawdown for Gentherm sits at
7,591 Methodology, Assumptions & Data Sources
Gentherm has a current Coefficient Of Variation reading of 105936.63. The Coefficient Of Variation for Gentherm applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Gentherm operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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