IShares JP Coefficient Of Variation
| LEMB ETF | | | USD 42.24 0.13 0.31% |
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 JP's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
At
-2,732, IShares JP's Coefficient Of Variation indicates that IShares JP'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 |
| = | -2,732 | |
Coefficient Of Variation Peers Comparison
Among sector peers, IShares JP's Coefficient Of Variation of -2731.8969 is above the -8965.84 group average. The range runs from -73212.6586 (Nuveen ESG Aggregate) to 3702.34 (iShares BB Rated). Relative to peers, IShares JP's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for IShares JP 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.
Compare IShares JP to PeersMethodology, Assumptions & Data Sources
IShares JP has a current Coefficient Of Variation reading of -2,732. The Coefficient Of Variation for IShares JP is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators