John Hancock Semi Deviation
| JHSC ETF | | | USD 46.94 0.46 0.99% |
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 John Hancock's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.05, John Hancock's Semi Deviation indicates moderate price variability. This places John Hancock within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.05 | |
Semi Deviation Peers Comparison
John Hancock's Semi Deviation of 1.05 falls below the 1.1 peer average. Values range from 0.7888 (Opus Small Cap) to 1.39 (SPDR SAMPP Capital), with moderate dispersion across the group. John Hancock 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 John Hancock 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.
With Semi Deviation at
1.05 and Maximum Drawdown at
5.53 , John Hancock shows a
5.25 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Semi Deviation for John Hancock.
Methodology, Assumptions & Data Sources
John Hancock has a current Semi Deviation reading of 1.05. John Hancock's Semi Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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