Direxion Daily Semi Deviation

LABU Etf  USD 142.74  -7.27  -4.85%   
The Semi Deviation reading for Direxion Daily SAMPP is computed from historical trading observations. Broader indicator relationships are reflected within Equity Screeners. Use Correlation Analysis to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. A position in Direxion Daily SAMPP 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 bureau of labor statistics.
Direxion Daily SAMPP has current Semi Deviation of 0. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.

Semi Deviation

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SQRT(SV)

 = 
0
SQRT = Square root notation
SV =   Direxion Daily semi variance of returns over selected period

Semi Deviation Peers Comparison

Semi Deviation Relative To Other Indicators

Direxion Daily SAMPP is rated below average in semi deviation across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean. Compare Direxion Daily to Peers

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