IShares SAMPP Semi Variance
| XMH ETF | | | CAD 29.44 -0.43 -1.44% |
The Semi Variance reading for iShares SAMPP Mid Cap is computed from historical trading observations. Broader indicator relationships are reflected within
Equity Screeners.
Your Current Watchlist provides a view into diversified allocation design. Diversification analysis considers the interaction of positions within a portfolio. Portfolio analysis tools can evaluate how iShares SAMPP Mid Cap fits within a broader allocation. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence iShares SAMPP Mid Cap's ETF valuation — related indicators include
signals in state.
iShares SAMPP Mid Cap has current Semi Variance of 1.2. 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) |
| = | 1.2 | |
| 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
iShares SAMPP Mid Cap lands at
#2 in semi variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
4.85 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for iShares SAMPP Mid Cap sits at
4.85 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 IShares SAMPP to Peers
Other Technical Indicators