SPDR MSCI Semi Deviation
| STKX Etf | | | CHF 144.20 0.32 0.22% |
Historical market data for SPDR MSCI Europe forms the basis of the Semi Deviation indicator shown here. Related indicator context is organized within
Equity Screeners. Diversification context is available through
World Market Map. Diversified allocation aims to distribute exposure across multiple positions. Tracking SPDR MSCI Europe in a portfolio provides context for performance attribution. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence SPDR MSCI Europe's etf valuation — related indicators include
signals in inflation.
SPDR MSCI Europe has current Semi Deviation of 1.68. 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) |
| = | 1.68 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
SPDR MSCI Europe stands at number one for semi deviation relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
5.70 ratio of Maximum Drawdown to Semi Deviation.
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.
Compare SPDR MSCI to Peers
Other Technical Indicators