IShares JP Semi Variance
| CMES ETF | | | CHF 4.45 -0.01 -0.22% |
Technical inputs supporting the Semi 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. All values are based on available data and provided as reference information. Adding iShares JP Morgan to a portfolio enables side-by-side comparison with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence iShares JP Morgan's ETF valuation — related indicators include
signals in state.
iShares JP Morgan has current Semi Variance of 0. 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 | |
| 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
iShares JP Morgan is rated
below average for semi variance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
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 IShares JP to Peers
Other Technical Indicators