S A P Standard Deviation
| SAP Stock | | | CAD 42.55 0.57 1.36% |
The Standard Deviation calculation for S A P draws on price and volume history. Each data point is derived from standardized price and volume feeds. S A P has a market cap of 17.24 B, operating margin of 6.87%, ROE of 9.41%. Allocation context is available in
World Market Map. The portfolio view reflects current allocation structure. The data reflects holdings as of the most recent update. All values are presented as reference data. This reflects a position in Saputo Inc. It is distributed across the allocation. The allocation approach determines the relative weighting of each position. The dataset is presented as structured reference material for independent review. 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.
Saputo Inc has current Standard Deviation of 1.28. 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) |
| = | 1.28 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
Saputo Inc is rated
below average in standard deviation compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
5.02 in Maximum Drawdown for each unit of Standard Deviation. The spread between Maximum Drawdown and Standard Deviation for Saputo Inc sits at
5.02 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 S A P to Peers
Other Technical Indicators