Innovator ETFs Semi Variance
| SPUT ETF | | | 26.53 -0.22 -0.82% |
The Semi Variance indicator for Innovator ETFs is constructed from normalized market data. The depth of trading history affects the precision of the indicator. Diversification context is available through
World Market Map. All figures are based on reported data and are informational in nature. Innovator ETFs Trust can be evaluated within a portfolio framework for weight and risk impact. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Innovator ETFs Trust's ETF valuation — related indicators include
signals in manufacturing.
Innovator ETFs Trust 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
Innovator ETFs Trust is rated
below average in semi variance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
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 Innovator ETFs to Peers
Other Technical Indicators