IShares SAMPPTSX Semi Variance
| XMD Etf | | | CAD 59.15 0.37 0.63% |
IShares SAMPPTSX semi variance lookup summarizes this and related technical indicators for iShares SAMPPTSX Completion. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. IShares SAMPPTSX has market cap of 194.1 M, P/E of 6.1. Use
Your Current Watchlist to explore allocation context. This includes a position in iShares SAMPPTSX Completion 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 inflation.
iShares SAMPPTSX Completion has current Semi Variance of 3.03. 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) |
| = | 3.03 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
IShares SAMPPTSX Semi Variance Peers Comparison
IShares Semi Variance Relative To Other Indicators
iShares SAMPPTSX Completion is evaluated as
second in Semi Variance in semi variance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
2.36 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for iShares SAMPPTSX Completion is roughly
2.36 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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