Cohen Steers Semi Variance
| CSRE Etf | | | 26.17 -0.88 -3.25% |
This module presents the Semi Variance indicator for Cohen Steers Real using available market inputs. The underlying data comes from exchange-reported trading records. Cohen Steers has a market cap of 2.47 B, operating margin of 9.0%, ROE of 17.65%. Use
Trending Equities to explore allocation context. The allocation summary reflects available position data. Composition figures are derived from reported holdings. The allocation includes a position in Cohen Steers Real. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. All content is derived from available inputs and carries no advisory implication. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
Our
How to Buy Cohen Etf guide explains the steps to invest in Cohen Steers stock.
Cohen Steers Real has current Semi Variance of 1.01. 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) |
| = | 1.01 | |
| 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
Cohen Steers Real holds the
#2 position for semi variance among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs with a Maximum Drawdown-to-Semi Variance ratio near
3.80 . The Maximum Drawdown to Semi Variance ratio for Cohen Steers Real comes in at
3.80 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 Cohen Steers to Peers
Other Technical Indicators