IShares SAMPP Standard Deviation
| IJJ ETF | | | USD 141.66 -1.51 -1.05% |
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 SAMPP's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
The current Standard Deviation of 1.05 places IShares SAMPP at moderate price variability. This places IShares SAMPP within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.05 | |
Standard Deviation Peers Comparison
IShares SAMPP's Standard Deviation of 1.05 falls below the 1.55 peer average. Values range from 0.862 (iShares Global Infrastructure) to 3.77 (iShares MSCI South), with wide dispersion across the group. IShares SAMPP has exhibited less 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 SAMPP 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 SAMPP registers Standard Deviation at
1.05 against Maximum Drawdown at
4.91 , producing a
4.69 multiple between them. This indicates Maximum Drawdown is significantly higher than Standard Deviation for IShares SAMPP.
Methodology, Assumptions & Data Sources
IShares SAMPP has a current Standard Deviation reading of 1.05. Standard Deviation for IShares SAMPP is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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