## NESTLE SA Mean Deviation |

NSRGF -- USA Stock | ## USD 104.11 0.84 0.80% |

Symbol |

| = | 1.04 |

SUM | = | Summation notation |

RET DEV | = | Sum of return deviations of NESTLE SA |

N | = | Number of calculation points for selected time horizon |

## Mean Deviation Comparison

NESTLE SA is regarded

Mean Deviation is the average of the absolute values of the differences between price distribution numbers and their mean. Mean deviation of equity instrument with a lot of historical data is a biased estimator because the time horizon used in calculation will always be much smaller than the entire price history of the equity. The mean deviation is typically used as a measure of dispersion for small investment horizon, otherwise standard deviation is a better measure of dispersion.**fifth**in mean deviation category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 6.22 of Maximum Drawdown per Mean Deviation. The ratio of Maximum Drawdown to Mean Deviation for NESTLE SA is roughly 6.22Mean Deviation |

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## Thematic Opportunities

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## NESTLE SA Technical Signals

### All NESTLE SA Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | (0.029686) | ||

Market Risk Adjusted Performance | (3.06) | ||

Mean Deviation | 1.04 | ||

Coefficient Of Variation | (1,711) | ||

Standard Deviation | 1.42 | ||

Variance | 2.02 | ||

Information Ratio | (0.10) | ||

Jensen Alpha | (0.09) | ||

Total Risk Alpha | (0.22) | ||

Treynor Ratio | (3.07) | ||

Maximum Drawdown | 6.44 | ||

Value At Risk | (2.98) | ||

Potential Upside | 2.14 | ||

Skewness | (0.51) | ||

Kurtosis | 0.3839 |

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