ReposiTrak Coefficient Of Variation
| TRAK Stock | | | 10.14 -0.01 -0.1% |
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 ReposiTrak's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
The current Coefficient Of Variation of 10992.2 places ReposiTrak at 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 |
| = | 10992.2 | |
Coefficient Of Variation Peers Comparison
ReposiTrak's Coefficient Of Variation of 10992.2 falls above the 685.85 peer average. Values range from -847.7608 (SmartRent) to 2030.47 (Perfect Corp), with wide dispersion across the group. Relative to peers, ReposiTrak'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 ReposiTrak 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.
The Maximum Drawdown-to-Coefficient Of Variation ratio for ReposiTrak sits near
0.0013 , with Coefficient Of Variation at
10,992 and Maximum Drawdown at
14.68 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for ReposiTrak. ReposiTrak's Coefficient Of Variation registers at
748.58 relative to Maximum Drawdown
Methodology, Assumptions & Data Sources
ReposiTrak's Coefficient Of Variation currently stands at 10992.2. The Coefficient Of Variation for ReposiTrak 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. ReposiTrak operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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