IShares MSCI Standard Deviation
| EWJV ETF | | | USD 44.22 0.18 0.41% |
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
With Standard Deviation at 1.59, IShares MSCI shows moderate price variability. This places IShares MSCI within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.59 | |
Standard Deviation Peers Comparison
IShares MSCI's Standard Deviation of 1.59 falls above the 1.4 peer average. Values range from 0.931 (Invesco SAMPP Emerging) to 1.86 (iShares Oil Gas), with moderate dispersion across the group. 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 produces
4.66 in Maximum Drawdown for each unit of Standard Deviation, with respective readings of
7.43 and
1.59 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for IShares MSCI.
Methodology, Assumptions & Data Sources
IShares MSCI has a current Standard Deviation reading of 1.59. This Standard Deviation reading for IShares MSCI results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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