Capital Power Standard Deviation
| CPX Stock | | | CAD 61.20 -2.18 -3.44% |
The Standard Deviation signal for Capital Power reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Availability can differ across markets, exchanges, and instruments. Capital Power has a market cap of 9.57 B, operating margin of 3.22%, ROE of 3.4%. Portfolio-level context is available through
Trending Equities. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. This suggests a position in Capital Power. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Capital Power has current Standard Deviation of 1.78. The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities.
Standard Deviation | = | SQRT(V) |
| = | 1.78 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
Capital Power lands at
#3 in standard deviation compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
5.33 in Maximum Drawdown for each unit of Standard Deviation. The spread between Maximum Drawdown and Standard Deviation for Capital Power sits at
5.33 Standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected market volatility. A large standard deviation usually indicates that the data points are far from the mean and a small standard deviation indicates that they are clustered closely around the mean.
Compare Capital Power to Peers
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