IShares MSCI Semi Deviation
| EWG ETF | | | USD 43.47 1.08 2.55% |
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
IShares MSCI has a Semi Deviation of 1.47, indicating moderate price variability. This places IShares MSCI within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.47 | |
Semi Deviation Peers Comparison
The peer group averages 1.16 for Semi Deviation, with IShares MSCI at 1.47 falling above that level. Readings span 0.7376 (FlexShares Quality Dividend) to 1.79 (iShares MSCI Mexico). IShares MSCI has exhibited greater 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.
IShares MSCI records a Semi Deviation of
1.47 and a Maximum Drawdown of
6.23 , yielding roughly
4.23 units of Maximum Drawdown per Semi Deviation. This indicates Maximum Drawdown is significantly higher than Semi Deviation for IShares MSCI.
Methodology, Assumptions & Data Sources
The current Semi Deviation for IShares MSCI is 1.47. This Semi 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.
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