UBS ETF Semi Deviation

This dataset for UBS ETF plc reflects inputs used in the Semi Deviation calculation. Data availability for the calculation period determines indicator completeness.
World Market Map provides a view into diversified allocation design. Diversification context is built from the relationships between portfolio holdings. Broader economic conditions can influence UBS ETF plc's ETF valuation — related indicators include signals in census.
UBS ETF plc 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

=

SQRT(SV)

 = 
0
SQRT = Square root notation
SV =   UBS ETF semi variance of returns over selected period

Semi Deviation Peers Comparison

Semi Deviation Relative To Other Indicators

UBS ETF plc is rated below average in semi deviation compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
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.

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