SPDR SSGA Semi Deviation
| FISR ETF | | | USD 25.60 -0.07 -0.27% |
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 SPDR SSGA's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 0.3101 places SPDR SSGA at low price variability. This places SPDR SSGA at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.3101 | |
Semi Deviation Peers Comparison
Among sector peers, SPDR SSGA's Semi Deviation of 0.3101 is below the 0.75 group average. The range runs from 0.2667 (Thrivent Core Plus) to 1.68 (YieldMax AMD Option). SPDR SSGA has exhibited less 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 SPDR SSGA 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.
SPDR SSGA's Semi Deviation reads
0.31 while Maximum Drawdown reads
1.49 , a
4.80 ratio between the two. This indicates Maximum Drawdown is significantly higher than Semi Deviation for SPDR SSGA.
Methodology, Assumptions & Data Sources
SPDR SSGA's Semi Deviation currently stands at 0.3101. This Semi Deviation reading for SPDR SSGA results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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