IShares Core Semi Variance
| CEUU Etf | | | USD 11.12 -0.05 -0.45% |
The Semi Variance lookup presents technical context for iShares Core MSCI and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Trending Equities provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in iShares Core MSCI within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
iShares Core MSCI has current Semi Variance of 0.6918. 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) |
| = | 0.6918 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
IShares Core Semi Variance Peers Comparison
IShares Semi Variance Relative To Other Indicators
iShares Core MSCI maintains a
third standing in semi variance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
6.85 of Maximum Drawdown per Semi Variance. For iShares Core MSCI, Maximum Drawdown stands at
6.85 times Semi Variance
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.
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