IShares 1 Standard Deviation
| ISHG ETF | | | USD 76.42 0.22 0.29% |
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 1's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
At 0.4639, IShares 1's Standard Deviation indicates low price variability. This places IShares 1 at the lower end of the volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 0.4639 | |
Standard Deviation Peers Comparison
IShares 1 falls below the 0.99 peer average for Standard Deviation. iShares Regional Banks leads at 1.48 while iShares Trust registers the lowest at 0.2669. IShares 1 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 1 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 1 records a Standard Deviation of
0.46 and a Maximum Drawdown of
1.90 , yielding roughly
4.09 units of Maximum Drawdown per Standard Deviation. This indicates Maximum Drawdown is significantly higher than Standard Deviation for IShares 1.
Methodology, Assumptions & Data Sources
IShares 1 has a current Standard Deviation reading of 0.4639. This Standard Deviation reading for IShares 1 results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators