SPDR SAMPP Semi Variance
| XSW Etf | | | USD 149.41 -0.63 -0.42% |
The Semi Variance lookup presents technical context for SPDR SAMPP Software and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Your Current Watchlist provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in SPDR SAMPP Software within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
SPDR SAMPP Software has current Semi Variance of 0. 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) |
| = | 0 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
SPDR SAMPP Semi Variance Peers Comparison
SPDR Semi Variance Relative To Other Indicators
SPDR SAMPP Software is rated
below average for semi variance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
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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