Primaris Real Coefficient Of Variation
| PMREF Stock | | | USD 12.44 0.00 0.00% |
The Coefficient Of Variation profile for Primaris Real Estate is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Primaris Real has a market cap of 1.15 B, operating margin of 48.35%, ROE of 0.55%. Portfolio-level context is available through
Your Equity Center. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. A position in Primaris Real Estate is part of the allocation. This appears in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in unemployment.
Primaris Real Estate has current Coefficient Of Variation of 1027.61. 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 | = | STDER |
| = | 1027.61 | |
Coefficient Of Variation Peers Comparison
Coefficient Of Variation Relative To Other Indicators
Primaris Real Estate ranks
third among pink sheets in coefficient of variation across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
0.40 Maximum Drawdown per unit of Coefficient Of Variation. Primaris Real Estate carries a
2.49 x Coefficient Of Variation-to-Maximum Drawdown ratio
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.
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