White Mountains Mean Deviation
| WTM Stock | | | USD 2,128 35.90 1.72% |
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 White Mountains's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
White Mountains has a Mean Deviation of 1.09, indicating moderate price variability. This places White Mountains within the typical volatility range for Property & Casualty Insurance.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.09 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of White Mountains |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Among sector peers, White Mountains's Mean Deviation of 1.09 is below the 1.2 group average. The range runs from 0.2626 (ProAssurance) to 3.01 (Donegal Group B). White Mountains 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 White Mountains 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.
White Mountains shows nearly
6.24 of Maximum Drawdown per unit of Mean Deviation (
1.09 versus
6.81 ). This indicates Maximum Drawdown substantially exceeds Mean Deviation for White Mountains.
Methodology, Assumptions & Data Sources
White Mountains has a current Mean Deviation reading of 1.09. White Mountains' Mean Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. White Mountains operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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