| 487950 Etf | | | 9,570 10.00 0.10% |
487950 semi-deviation technical analysis lookup allows you to check this and other technical indicators for 487950 or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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487950 has current Semi Deviation of 1.31. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.
Semi Deviation | = | SQRT(SV) |
| = | 1.31 | |
487950 Semi Deviation Peers Comparison
487950 Semi Deviation Relative To Other Indicators
487950 is
fourth largest ETF in semi deviation as compared to similar ETFs. It is the top ETF in maximum drawdown as compared to similar ETFs reporting about
12.71 of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for 487950 is roughly
12.71 Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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