SPDR SAMPP Mean Deviation
| XSD ETF | | | USD 531.93 13.51 2.61% |
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 SPDR SAMPP's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
The current Mean Deviation of 2.0 places SPDR SAMPP at moderate price variability. This places SPDR SAMPP within the typical volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 2.0 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of SPDR SAMPP |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
SPDR SAMPP falls above the 1.27 peer average for Mean Deviation. ProShares Ultra Semiconductors leads at 3.1 while SPDR Dow Jones registers the lowest at 0.6997. SPDR SAMPP 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 SPDR SAMPP 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.
With Mean Deviation at
2.00 and Maximum Drawdown at
10.98 , SPDR SAMPP shows a
5.50 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Mean Deviation for SPDR SAMPP.
Methodology, Assumptions & Data Sources
SPDR SAMPP's Mean Deviation currently stands at 2.0. This Mean Deviation reading for SPDR SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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