SPDR MSCI Standard Deviation
| EVAL Etf | | | CHF 61.23 1.62 2.72% |
The Standard Deviation indicator for SPDR MSCI Europe is derived from observed market data. Exchange-specific data schedules may affect the recency of readings.
Investing Opportunities provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Adding SPDR MSCI Europe to a portfolio enables side-by-side comparison with other holdings. This enables performance tracking across the full position set. Broader economic conditions can influence SPDR MSCI Europe's etf valuation — related indicators include
signals in inflation.
SPDR MSCI Europe has current Standard Deviation of 1.02. 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) |
| = | 1.02 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
SPDR MSCI Europe is rated
below average for standard deviation relative to ETF peers. It is rated
below average for maximum drawdown relative to ETF peers reflecting a
5.09 ratio of Maximum Drawdown to Standard Deviation. SPDR MSCI Europe's Maximum Drawdown exceeds Standard Deviation by a factor of
5.09 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 SPDR MSCI to Peers
Other Technical Indicators