Amundi MSCI Semi Variance
| CHIP Etf | | | 88.09 0.61 0.70% |
This dataset for Amundi MSCI Semiconductors reflects inputs used in the Semi Variance calculation. All values reflect available price and volume data across reporting intervals. Review
Trending Equities to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This captures an allocation to Amundi MSCI Semiconductors. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. All figures are based on reported data and are informational in nature. 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.
Amundi MSCI Semiconductors has current Semi Variance of 3.22. 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) |
| = | 3.22 | |
| 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
Amundi MSCI Semiconductors stands at number one for semi variance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
2.92 ratio of Maximum Drawdown to Semi Variance. Amundi MSCI Semiconductors's Maximum Drawdown exceeds Semi Variance by a factor of
2.92 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 Amundi MSCI to Peers
Other Technical Indicators