IShares SAMPP Semi Variance
| IUES Etf | | | EUR 136.33 0.38 0.28% |
The Semi Variance calculation for IShares SAMPP draws on price and volume history. Data availability for the calculation period determines indicator completeness.
Risk vs Return Analysis provides a view into diversified allocation design. Diversification analysis considers the interaction of positions within a portfolio. iShares SAMPP 500 can be included in a portfolio to evaluate diversification impact. All values are presented as reference data. Broader economic conditions can influence iShares SAMPP 500's etf valuation — related indicators include
signals in inflation.
iShares SAMPP 500 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
iShares SAMPP 500 is rated
below average in semi variance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
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.
Compare IShares SAMPP to Peers
Other Technical Indicators