VANGUARD FINANCIALS Mean Deviation
| VFAIX Fund | | | USD 63.55 -0.39 -0.61% |
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 VANGUARD FINANCIALS's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
VANGUARD FINANCIALS registers a Mean Deviation of 0.8147, reflecting low price variability. This places VANGUARD FINANCIALS at the lower end of the volatility range for Mutual Fund Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.8147 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of VANGUARD FINANCIALS |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 0.79 for Mean Deviation, with VANGUARD FINANCIALS at 0.8147 falling above that level. Readings span 0.4391 (Trowe Price Retirement) to 1.11 (T Rowe Price). VANGUARD FINANCIALS has exhibited greater 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 Vanguard Financials 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.
VANGUARD FINANCIALS's Maximum Drawdown of
5.31 runs about
6.52 times its Mean Deviation of
0.81 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for VANGUARD FINANCIALS.
Methodology, Assumptions & Data Sources
The current Mean Deviation for VANGUARD FINANCIALS is 0.8147. Mean Deviation for VANGUARD FINANCIALS is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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