Applied Finance Semi Variance
| IVSS Etf | | | 26.29 0.12 0.46% |
The Semi Variance lookup presents technical context for Applied Finance IVS and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Risk vs Return Analysis provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Applied Finance IVS within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
Applied Finance IVS has current Semi Variance of 0.6933. 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) |
| = | 0.6933 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Applied Finance Semi Variance Peers Comparison
Applied Semi Variance Relative To Other Indicators
Applied Finance IVS is ranked
fifth relative to etfs in semi variance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
6.84 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Applied Finance IVS is roughly
6.84 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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