IShares MSCI Variance
| IEMM Etf | | | EUR 48.69 0.05 0.10% |
The Variance signal for iShares MSCI EM reflects patterns observed in trading data. Comparable indicator datasets are structured within
Equity Screeners.
Risk vs Return Analysis provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Portfolio analysis tools can evaluate how iShares MSCI EM fits within a broader allocation. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence iShares MSCI EM's etf valuation — related indicators include
signals in inflation.
iShares MSCI EM has current Variance of 1.37. Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean.
Variance | = | SUM(RET DEV)2N |
| = | 1.37 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N | = | Number of points for the period |
Variance Peers Comparison
Variance Relative To Other Indicators
iShares MSCI EM maintains a
fourth standing in variance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
4.96 of Maximum Drawdown per Variance. For iShares MSCI EM, Maximum Drawdown stands at
4.96 times Variance
Variance is also a measure of stock volatility and can help determine the risk an investor might take on when purchasing a specific security. A relatively big variance indicates that the daily prices or returns are far from the mean and a small variance indicates that they are located around the mean.
Compare IShares MSCI to Peers
Other Technical Indicators