IShares MSCI Standard Deviation
| EEMA ETF | | | USD 114.54 -1.16 -1.00% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is IShares MSCI's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
IShares MSCI has a Standard Deviation of 1.79, indicating moderate price variability. This places IShares MSCI within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.79 | |
Standard Deviation Peers Comparison
Relative to peers, IShares MSCI's Standard Deviation is above the group average of 1.3. Peer readings range from 0.716 (WisdomTree Total Dividend) to 2.25 (Freedom 100 Emerging), reflecting wide dispersion across the sector. IShares MSCI has exhibited greater price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for IShares MSCI and its peers. Each point represents one equity — position along the horizontal axis shows Standard 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.
IShares MSCI's Maximum Drawdown of
7.56 runs about
4.22 times its Standard Deviation of
1.79 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for IShares MSCI.
Methodology, Assumptions & Data Sources
The current Standard Deviation for IShares MSCI is 1.79. This Standard Deviation reading for IShares MSCI results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators