ETF Diario Semi Variance

DIABLOI10  MXN 12.66  0.04  0.32%   
ETF Diario semi-variance technical analysis lookup allows you to check this and other technical indicators for ETF Diario Inverso 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 Equity Screeners to view more equity screening tools
  
ETF Diario Inverso has current Semi Variance of 0.654. 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)2

N(ZERO)

 = 
0.654
SUM = Summation notation
RET DEV = Actual return deviation over selected period
N(ZERO) = Number of points with returns less than zero

ETF Diario Semi Variance Peers Comparison

ETF Semi Variance Relative To Other Indicators

ETF Diario Inverso is rated # 3 ETF in semi variance as compared to similar ETFs. It is rated below average in maximum drawdown as compared to similar ETFs reporting about  5.31  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for ETF Diario Inverso is roughly  5.31 
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 ETF Diario to Peers

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