Xilio Development Standard Deviation
| XLO Stock | | | USD 7.81 0.10 1.30% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is Xilio Development's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
Xilio Development carries a Standard Deviation of 3.23, consistent with moderate price variability. This places Xilio Development within the typical volatility range for Stock.
Standard Deviation | = | SQRT(V) |
| = | 3.23 | |
Standard Deviation Peers Comparison
Among sector peers, Xilio Development's Standard Deviation of 3.23 is below the 3.93 group average. The range runs from 3.07 (Kezar Life Sciences) to 4.51 (Actinium Pharmaceuticals). Xilio Development has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for Xilio Development and its peers. Each point represents one equity — position along the horizontal axis shows Standard 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.
Xilio Development shows nearly
5.19 of Maximum Drawdown per unit of Standard Deviation (
3.23 versus
16.77 ). This indicates Maximum Drawdown substantially exceeds Standard Deviation for Xilio Development.
Methodology, Assumptions & Data Sources
Xilio Development has a current Standard Deviation reading of 3.23. Xilio Development's Standard 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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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