Ea Bridgeway Semi Variance
| BBLU ETF | | | USD 16.18 0.26 1.63% |
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. Below is Ea Bridgeway's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
At 0.3628, Ea Bridgeway exhibits low price variability in Semi Variance. This places Ea Bridgeway at the lower end of the volatility range for ETF.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0.3628 | |
| 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
Among sector peers, Ea Bridgeway's Semi Variance of 0.3628 is below the 0.42 group average. The range runs from -0.0335 (Innovator SAMPP 500) to 1.75 (Roundhill Ball Metaverse). Ea Bridgeway has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Ea Bridgeway and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Comparing Semi Variance (
0.36 ) to Maximum Drawdown (
3.47 ) for Ea Bridgeway yields a
9.56 multiple. This indicates Maximum Drawdown substantially exceeds Semi Variance for Ea Bridgeway.
Methodology, Assumptions & Data Sources
Ea Bridgeway has a current Semi Variance reading of 0.3628. This Semi Variance reading for Ea Bridgeway results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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