BMO MSCI Semi Variance
| ZEQ Etf | | | CAD 30.77 -0.12 -0.39% |
This technical indicator view for Semi Variance organizes signals for BMO MSCI Europe and comparable instruments. Coverage depends on data availability and normalization;
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Your Current Watchlist to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This suggests a position in BMO MSCI Europe in the portfolio view. 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.
BMO MSCI Europe has current Semi Variance of 0.6864. 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) |
| = | 0.6864 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
BMO MSCI Semi Variance Peers Comparison
BMO Semi Variance Relative To Other Indicators
BMO MSCI Europe is evaluated as
third 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
5.22 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for BMO MSCI Europe is roughly
5.22 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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