IShares Core Standard Deviation
| CSSPX Etf | | | USD 703.40 -3.00 -0.42% |
This module presents the Standard Deviation indicator for iShares Core SAMPP using available market inputs. The indicator computation uses normalized market activity data. Review
Trending Equities for context on portfolio diversification. The diversification view provides additional analytical depth. Portfolio construction reflects how positions are combined across holdings. This captures an allocation to iShares Core SAMPP. This is part of the broader portfolio composition. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in services.
iShares Core SAMPP has current Standard Deviation of 0.6984. The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities.
Standard Deviation | = | SQRT(V) |
| = | 0.6984 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
iShares Core SAMPP is rated
below average in standard deviation across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
4.20 of Maximum Drawdown per Standard Deviation. For iShares Core SAMPP, Maximum Drawdown stands at
4.20 times Standard Deviation
Standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected market volatility. A large standard deviation usually indicates that the data points are far from the mean and a small standard deviation indicates that they are clustered closely around the mean.
Compare IShares Core to Peers
Other Technical Indicators