IShares MSCI Semi Deviation
| DSI ETF | | | USD 140.80 0.27 0.19% |
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. Below is IShares MSCI's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The Semi Deviation of 0.7842 for IShares MSCI indicates low price variability. This places IShares MSCI at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.7842 | |
Semi Deviation Peers Comparison
IShares MSCI falls below the 1.4 peer average for Semi Deviation. Global X Uranium leads at 2.92 while Schwab 1000 ETF registers the lowest at 0.792. IShares MSCI has exhibited less price dispersion than the peer average over the measured period.
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for IShares MSCI and its peers. Each point represents one equity — position along the horizontal axis shows Semi Deviation 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.
At
0.78 for Semi Deviation and
4.24 for Maximum Drawdown, IShares MSCI's cross-indicator ratio sits almost
5.41 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for IShares MSCI.
Methodology, Assumptions & Data Sources
IShares MSCI has a current Semi Deviation reading of 0.7842. The Semi Deviation for IShares MSCI applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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