Chevron Mean Deviation 
CVX  USA Stock  USD 124.93 0.02 0.016% 
Symbol 
Chevron 
 =  0.9204 
SUM  =  Summation notation 
RET DEV  =  Sum of return deviations of Chevron 
N  =  Number of calculation points for selected time horizon 
Mean Deviation Comparison
Chevron Corporation is rated below average in mean deviation category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 5.85 of Maximum Drawdown per Mean Deviation. The ratio of Maximum Drawdown to Mean Deviation for Chevron Corporation is roughly 5.85
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.Mean Deviation  ...

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Risk Adjusted Performance  0.0575  
Market Risk Adjusted Performance  0.1838  
Mean Deviation  0.9204  
Semi Deviation  1.14  
Downside Deviation  1.2  
Coefficient Of Variation  1462.6  
Standard Deviation  1.21  
Variance  1.46  
Information Ratio  0.0608  
Jensen Alpha  0.073  
Total Risk Alpha  0.074  
Sortino Ratio  0.0611  
Treynor Ratio  0.1738  
Maximum Drawdown  5.39  
Value At Risk  (1.88)  
Potential Upside  1.99  
Downside Variance  1.45  
Semi Variance  1.29  
Expected Short fall  (1.00)  
Skewness  (0.033232)  
Kurtosis  0.7566 
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