Shelton Equity Semi Variance
| SEPI Etf | | | USD 25.06 -0.32 -1.26% |
Observed values used in the Semi Variance indicator for Shelton Equity Premium are included in this dataset. The underlying data comes from exchange-reported trading records.
World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The portfolio structure determines how individual positions contribute to the whole. All values are based on available data and provided as reference information. This includes a position in Shelton Equity Premium. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in employment.
Shelton Equity Premium 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
Shelton Equity Premium is rated
below average for semi variance across ETF peers. It is currently under evaluation for maximum drawdown across ETF peers .
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 Shelton Equity to Peers
Other Technical Indicators