IShares JP Semi Variance
| LEMB Etf | | | USD 41.29 0.14 0.34% |
Observed values used to calculate the Semi Variance technical indicator for iShares JP Morgan. Indicator inputs depend on available historical price observations.
iShares JP Morgan has current Semi Variance of 0.3502. 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) |
| = | 0.3502 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
IShares JP Semi Variance Peers Comparison
IShares Semi Variance Relative To Other Indicators
iShares JP Morgan is rated
second in semi variance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
6.99 of Maximum Drawdown per Semi Variance. At
6.99 , iShares JP Morgan's Maximum Drawdown-to-Semi Variance multiple reflects the spread between these metrics
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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