Vanguard FTSE Semi Variance
| VPL Etf | | | USD 97.12 -0.76 -0.78% |
This technical indicator view for Semi Variance organizes signals for Vanguard FTSE Pacific and comparable instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Vanguard FTSE has a market cap of 1.21 B, operating margin of 96.76%, ROE of 32.61%. See
World Market Map for portfolio-level analysis. This suggests a position in Vanguard FTSE Pacific across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Vanguard FTSE Pacific has current Semi Variance of 2.04. 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) |
| = | 2.04 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Vanguard FTSE Semi Variance Peers Comparison
Vanguard Semi Variance Relative To Other Indicators
Vanguard FTSE Pacific sits atop the peer group for semi variance within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group where Maximum Drawdown runs almost
3.72 per Semi Variance. Vanguard FTSE Pacific's Maximum Drawdown registers at
3.72 relative to Semi Variance
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.
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