NIO Standard Deviation 
NIO  USA Stock  USD 3.03 0.18 5.61% 
Symbol 
 =  4.32 
SQRT  =  Square root notation 
V  =  Variance of NIO returns 
Standard Deviation Comparison
NIO is regarded second in standard deviation category among related companies. It is regarded second in maximum drawdown category among related companies reporting about 4.81 of Maximum Drawdown per Standard Deviation. The ratio of Maximum Drawdown to Standard Deviation for NIO is roughly 4.81
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.Standard Deviation  ...

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Risk Adjusted Performance  0.0911  
Market Risk Adjusted Performance  16.19  
Mean Deviation  3.34  
Semi Deviation  3.63  
Downside Deviation  4.29  
Coefficient Of Variation  1058.14  
Standard Deviation  4.32  
Variance  18.63  
Information Ratio  0.0848  
Jensen Alpha  0.3971  
Total Risk Alpha  0.2425  
Sortino Ratio  0.0853  
Treynor Ratio  16.18  
Maximum Drawdown  20.78  
Value At Risk  (7.07)  
Potential Upside  7.27  
Downside Variance  18.45  
Semi Variance  13.19  
Expected Short fall  (3.73)  
Skewness  (0.032011)  
Kurtosis  0.0012 
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