JPMorgan Chase Mean Deviation 
JPMorgan Chase Co has current Mean Deviation of 0.6587. 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.
JPMorgan Chase Co 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 3.75 of Maximum Drawdown per Mean Deviation. The ratio of Maximum Drawdown to Mean Deviation for JPMorgan Chase Co is roughly 3.75
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.
JPMorgan Chase 
 =  0.6587 

Mean Deviation Comparison
Mean Deviation  ...

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JPMorgan Chase Co. operates as a financial services company worldwide. more
Name  JPMorgan Chase Co 
Instrument  USA Stock 
Region  North America 
Exchange  New York Stock Exchange 
CIK Number  0000019617 
ISIN  US46625H1005 
CUSIP  46625H100 
Analyst Consensus  
Piotroski F Score  
Macroaxis Advice  
Bond Rating  BBBAdequate 
Currency  USD  US Dollar 
Technical Indicators
All JPMorgan Chase 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  0.0564  
Market Risk Adjusted Performance  (0.19)  
Mean Deviation  0.6587  
Semi Deviation  0.8677  
Downside Deviation  0.965  
Coefficient Of Variation  1145.99  
Standard Deviation  0.8867  
Variance  0.7862  
Information Ratio  0.1387  
Jensen Alpha  0.0485  
Total Risk Alpha  0.1481  
Sortino Ratio  0.1274  
Treynor Ratio  (0.20)  
Maximum Drawdown  2.47  
Value At Risk  (1.59)  
Potential Upside  1.43  
Downside Variance  0.9312  
Semi Variance  0.7529  
Expected Short fall  (0.74)  
Skewness  (0.65)  
Kurtosis  1.16 