## CVS Health Mean Deviation |

The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

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CVS Health Corporation has current Mean Deviation of 1.07. The mean deviation of 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 destribution of returns.

CVS Health |
| = | 1.07 |

SUM | = | Summation notation |

RET DEV | = | Sum of return deviations of CVS Health |

N | = | Number of calculation points for selected time horizon |

## Mean Deviation Comparison

**third**in mean deviation category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 5.84 of Maximum Drawdown per Mean Deviation. The ratio of Maximum Drawdown to Mean Deviation for CVS Health Corporation is roughly 5.84

Mean Deviation is the average of the absolute values of the differences between price distribution numbers and their mean. Mean deviation of equity instrument with a lot of historical data is a biased estimator because the time horizon used in calculation will always be much smaller than the entire price history of the equity. The mean deviation is typically used as a measure of dispersion for small investment horizon, otherwise standard deviation is a better measure of dispersion.

Compare CVS Health to competition |

CVS Health Corporationration, together with its subsidiaries, offer integrated pharmacy health care services. more

Name | CVS Health Corporation |

Analyst Consensus | |

Piotroski F Score | |

Macroaxis Advice | |

Bond Rating | BBB+Good |

Instrument | USA Stock |

Region | North America |

Exchange | New York Stock Exchange |

CIK Number | 00064803.0 |

ISIN | US1266501006 |

CUSIP | 126650100 |

Currency | USD - US Dollar |

## Technical Indicators

All CVS Health Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | (0.04) | ||

Market Risk Adjusted Performance | (0.11) | ||

Mean Deviation | 1.07 | ||

Coefficient Of Variation | (1,051) | ||

Standard Deviation | 1.56 | ||

Variance | 2.44 | ||

Information Ratio | (0.11) | ||

Jensen Alpha | (0.18) | ||

Total Risk Alpha | (0.22) | ||

Treynor Ratio | (0.12) | ||

Maximum Drawdown | 6.26 | ||

Value At Risk | (3.53) | ||

Potential Upside | 1.79 | ||

Skewness | (0.78) | ||

Kurtosis | 0.7991 |