IShares Emerging Variance
| IGEA Etf | | | CHF 66.70 -0.24 -0.36% |
Observed values used in the Variance indicator for iShares Emerging Asia are included in this dataset. The underlying data comes from exchange-reported trading records.
Risk vs Return Analysis provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The overall portfolio profile is shaped by the distribution of its holdings. This information is provided for contextual purposes. A position in iShares Emerging Asia is indicated here. 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 inflation.
iShares Emerging Asia has current Variance of 0.1973. 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 |
| = | 0.1973 | |
| 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 Emerging Asia is rated
below average for variance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
13.59 ratio of Maximum Drawdown to Variance. iShares Emerging Asia's Maximum Drawdown exceeds Variance by a factor of
13.59 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 Emerging to Peers
Other Technical Indicators