IShares MSCI Coefficient Of Variation
| EWK ETF | | | USD 26.08 -0.71 -2.65% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is IShares MSCI's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
With Coefficient Of Variation at
-12,655, IShares MSCI shows that IShares MSCI's expected return over the measured period is negative, meaning volatility is not being compensated by positive performance. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | -12,655 | |
Coefficient Of Variation Peers Comparison
IShares MSCI's Coefficient Of Variation of -12655.0717 falls below the -28.39 peer average. Values range from -7940.3401 (Strive Asset Management) to 7623.21 (Strive Asset Management), with tight clustering across the group. Relative to peers, IShares MSCI's current CV suggests a less favorable risk-return profile over the measured period, as volatility has not translated into positive expected returns.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for IShares MSCI and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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.
Compare IShares MSCI to PeersMethodology, Assumptions & Data Sources
IShares MSCI's Coefficient Of Variation currently stands at -12,655. IShares MSCI's Coefficient Of Variation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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