Purpose Core Semi Variance

PDF Etf  CAD 33.97  0.11  0.32%   
Purpose Core semi-variance technical analysis lookup allows you to check this and other technical indicators for Purpose Core Dividend or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Purpose Core Dividend has current Semi Variance of 0.1674. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.

Semi Variance

 = 

SUM(RET DEV)2

N(ZERO)

 = 
0.1674
SUM = Summation notation
RET DEV = Actual return deviation over selected period
N(ZERO) = Number of points with returns less than zero

Purpose Core Semi Variance Peers Comparison

0.06210.16740.1757-0.0103-0.0113100%

Purpose Semi Variance Relative To Other Indicators

Purpose Core Dividend is regarded second largest ETF in semi variance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  12.24  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Purpose Core Dividend is roughly  12.24 
JavaScript chart by amCharts 3.21.15ZHYZFMXSHZCSPDF 00.51.01.52.02.5 00.050.100.150.20
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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