First Trust Semi Deviation
| FEMB ETF | | | USD 29.66 -0.02 -0.07% |
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 First Trust's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
First Trust's Semi Deviation of 0 reflects low price variability. This places First Trust at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for First Trust 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.
Compare First Trust to PeersMethodology, Assumptions & Data Sources
First Trust has a current Semi Deviation reading of 0. Semi Deviation for First Trust is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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