## Brack Capital Mean Deviation |

BCNV -- Israel Stock | ## ILS 38,360 210.00 0.55% |

Symbol |

Brack Capital |
| = | 0.8721 |

SUM | = | Summation notation |

RET DEV | = | Sum of return deviations of Brack Capital |

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

## Mean Deviation Comparison

Brack Capital Properties NV is rated

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.**third**in mean deviation category among related companies. It is rated**second**in maximum drawdown category among related companies reporting about 7.15 of Maximum Drawdown per Mean Deviation. The ratio of Maximum Drawdown to Mean Deviation for Brack Capital Properties NV is roughly 7.15Mean Deviation | ... |

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## Thematic Opportunities

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## Brack Capital Technical Signals

### All Brack Capital 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 | 0.01 | ||

Mean Deviation | 0.8721 | ||

Semi Deviation | 0.9995 | ||

Downside Deviation | 1.22 | ||

Coefficient Of Variation | 18934.57 | ||

Standard Deviation | 1.28 | ||

Variance | 1.63 | ||

Maximum Drawdown | 6.24 | ||

Value At Risk | (2.09) | ||

Potential Upside | 2.19 | ||

Downside Variance | 1.48 | ||

Semi Variance | 0.999 | ||

Expected Short fall | (1.29) | ||

Skewness | 0.6924 | ||

Kurtosis | 1.28 |

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