Goldman Sachs Semi Variance
| GSLC Etf | | | USD 126.43 0.12 0.1% |
The Semi Variance reading for Goldman Sachs ActiveBeta is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. For portfolio construction context, review
Risk vs Return Analysis. The construction of a diversified portfolio involves managing position exposure. Portfolio analysis tools can evaluate how Goldman Sachs ActiveBeta fits within a broader allocation. The dataset reflects available inputs without directional implication. Broader economic conditions can influence Goldman Sachs ActiveBeta's etf valuation — related indicators include
signals in board of governors.
Goldman Sachs ActiveBeta 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
Goldman Sachs ActiveBeta is rated
below average for semi variance among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs .
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.
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