Vodafone Group Coefficient Of Variation
| VOD Stock | | | USD 14.80 -1.52 -9.31% |
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 Vodafone Group's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
A Coefficient Of Variation of 848.08 for Vodafone Group signals 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 |
| = | 848.08 | |
Coefficient Of Variation Peers Comparison
Among sector peers, Vodafone Group's Coefficient Of Variation of 848.08 is below the 2074.37 group average. The range runs from -1845.3709 (Telefonica SA ADR) to 13234.17 (Rogers Communications). Relative to peers, Vodafone Group shows more consistent returns per unit of risk.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Vodafone Group 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.
With Coefficient Of Variation at
848.08 and Maximum Drawdown at
6.29 , Vodafone Group shows a
0.01 -to-one ratio between these indicators. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Vodafone Group. The Coefficient Of Variation to Maximum Drawdown ratio for Vodafone Group PLC comes in at
134.81 Methodology, Assumptions & Data Sources
The current Coefficient Of Variation for Vodafone Group is 848.08. This Coefficient Of Variation reading for Vodafone Group results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Vodafone Group operates in the communication services 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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