Aperam SA Coefficient Of Variation

APAM Stock  EUR 34.72  -0.94  -2.64%   
The Coefficient Of Variation reading for Aperam SA is computed from historical trading observations. Extended technical indicator views are accessible through Equity Screeners. Aperam SA has a market cap of 2.26 B, operating margin of 0.64%, current ratio of 2.23. See Trending Equities for additional portfolio context. Aperam SA can be evaluated within a portfolio framework for weight and risk impact. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Aperam SA's company valuation — related indicators include signals in state.
Aperam SA has current Coefficient Of Variation of 3623.41. Coefficient of Variation (or CV) is a normalized measure of dispersion of a probability distribution. It is also known as the variation coefficient or simply unitized risk. The absolute value of the Coefficient of Variation is sometimes called Relative Standard Deviation (or RSD), which is expressed as a percentage.

Coefficient Of Variation

 = 

STD

ER

 = 
3623.41
ER = Expected return on investing in Aperam SA
STD =   Standard Deviation of returns on Aperam SA

Coefficient Of Variation Peers Comparison

Coefficient Of Variation Relative To Other Indicators

Aperam SA maintains a second standing in coefficient of variation relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding 0.01 of Maximum Drawdown per Coefficient Of Variation. For Aperam SA, Coefficient Of Variation stands at 163.28 times Maximum Drawdown
CV is the measure of price and return dispersion, sometimes known as unitized risk or the variation coefficient. The CV is derived from the ratio of the standard deviation to the non-zero mean and the absolute value is taken for the mean to ensure it always positive. It is sometimes expressed as a percentage, in which case the CV is multiplied by 100. Coefficient of Variation for a single equity instrument describes the dispersion of price movement or daily returns. The higher the Coefficient of Variation, the greater the dispersion of prices, and the more riskier is the asset. Compare Aperam SA to Peers

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