ARS Core Semi Variance
| ACEP Etf | | | 17.50 0.20 1.16% |
The Semi Variance calculation for ARS Core draws on price and volume history. The depth of trading history affects the precision of the indicator. Portfolio design and allocation context appear in
Trending Equities. The view supports a broader understanding of portfolio structure. ARS Core Equity can be added to a watchlist or portfolio for position tracking. All values are presented as reference data. Broader economic conditions can influence ARS Core Equity's etf valuation — related indicators include
signals in median.
ARS Core Equity has current Semi Variance of 1.23. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 1.23 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Semi Variance Relative To Other Indicators
ARS Core Equity outranks all peers for semi variance among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
4.75 against Semi Variance. Maximum Drawdown runs about
4.75 times Semi Variance for ARS Core Equity
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
Compare ARS Core to Peers
Other Technical Indicators