IShares Coefficient Of Variation
| JKI ETF | | | USD 84.50 0.05 0.06% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is IShares's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
IShares's Coefficient Of Variation of
-973.27 reflects that IShares's expected return over the measured period is negative, meaning volatility is not being compensated by positive performance. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | -973.27 | |
Coefficient Of Variation Peers Comparison
The peer group averages 138.81 for Coefficient Of Variation, with IShares at -973.2662 falling below that level. Readings span -7575.7757 (Invesco Equal Weight) to 2024.07 (iShares Morningstar Small Cap). Relative to peers, IShares's current CV suggests a less favorable risk-return profile over the measured period, as volatility has not translated into positive expected returns.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for IShares and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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.
Methodology, Assumptions & Data Sources
IShares has a current Coefficient Of Variation reading of -973.27. IShares' Coefficient Of Variation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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