IShares JP Downside Variance
| CMES Etf | | | CHF 4.43 -0.03 -0.67% |
Technical inputs supporting the Downside Variance indicator for iShares JP Morgan are shown here. The information is based on observed market data across timeframes. For portfolio construction context, review
Trending Equities. Diversification context helps frame allocation across holdings. This reflects a position in iShares JP Morgan. The allocation approach determines the relative weighting of each position. 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 JP Morgan has current Downside Variance of 0. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
Downside Variance Peers Comparison
Downside Variance Relative To Other Indicators
iShares JP Morgan is rated
below average for downside variance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
Downside Variance is the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decision-making under.
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