Xtrackers MSCI Semi Variance
| XMME ETF | | | EUR 66.29 -2.21 -3.23% |
Observed values used in the Semi Variance indicator for Xtrackers MSCI Emerging are included in this dataset. Comparable indicator datasets are structured within
Equity Screeners. For portfolio construction context, review
Your Current Watchlist. The dataset reflects available inputs without directional implication. Adding Xtrackers MSCI Emerging to a portfolio enables side-by-side comparison with other holdings. This information is provided for contextual purposes. Broader economic conditions can influence Xtrackers MSCI Emerging's ETF valuation — related indicators include
signals in median.
Xtrackers MSCI Emerging has current Semi Variance of 2.15. 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) |
| = | 2.15 | |
| 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
Xtrackers MSCI Emerging holds the top spot in semi variance relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs at roughly
3.38 Maximum Drawdown per unit of Semi Variance. Xtrackers MSCI Emerging carries a
3.38 x Maximum Drawdown-to-Semi Variance ratio
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 Xtrackers MSCI to Peers
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