SPDR Portfolio Semi Variance
| SPTM ETF | | | USD 78.46 -1.39 -1.74% |
This dataset for SPDR Portfolio SAMPP reflects inputs used in the Semi Variance calculation. Data availability for the calculation period determines indicator completeness. SPDR Portfolio has a market cap of 4.78 B. Allocation context is available in
World Market Map. Portfolio tools allow users to monitor SPDR Portfolio SAMPP alongside other positions. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence SPDR Portfolio SAMPP's ETF valuation — related indicators include
signals in population.
SPDR Portfolio SAMPP 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
SPDR Portfolio SAMPP is rated
below average in semi variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
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 SPDR Portfolio to Peers
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