UBS SBI Standard Deviation
| F5ESGA ETF | | | 5.07 -0.08 -1.55% |
The Standard Deviation indicator for UBS SBI is constructed from normalized market data. All inputs reflect available trading data across supported markets.
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Investing Opportunities to understand diversified portfolio construction. Portfolio construction reflects how positions are combined across holdings. Broader economic conditions can influence UBS SBI Foreign's ETF valuation — related indicators include
signals in census.
UBS SBI Foreign has current Standard Deviation of 0.4682. 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) |
| = | 0.4682 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
UBS SBI Foreign is rated
below average in standard deviation compared to similar ETFs. It is rated
below average in maximum drawdown compared to similar ETFs reporting about
5.39 of Maximum Drawdown per Standard Deviation. At
5.39 , UBS SBI Foreign's Maximum Drawdown-to-Standard Deviation multiple reflects the spread between these metrics
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.
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Other Technical Indicators