WSP Global Coefficient Of Variation

WSP Stock  CAD 225.32  -0.06  -0.03%   
Observed values used to calculate the Coefficient Of Variation technical indicator for WSP Global. Additional screening context is available through Equity Screeners.
WSP Global has current Coefficient Of Variation of -3,115. 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

 = 
-3,115
ER = Expected return on investing in WSP Global
STD =   Standard Deviation of returns on WSP Global

Coefficient Of Variation Peers Comparison

Coefficient Of Variation Relative To Other Indicators

WSP Global is rated below average in coefficient of variation compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
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 WSP Global to Peers

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