Shelton Equity Downside Variance
| SEPI Etf | | | USD 25.82 -0.08 -0.31% |
This technical indicator view for Downside Variance organizes signals for Shelton Equity Premium and comparable instruments. Some instruments may have limited coverage due to data differences;
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Shelton Equity Premium has current Downside Variance of 0. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
Shelton Equity Downside Variance Peers Comparison
Shelton Downside Variance Relative To Other Indicators
Shelton Equity Premium is rated
below average. in downside variance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs .
Downside Variance is the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decision-making under.
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