Invesco High Semi Deviation
| PEY ETF | | | USD 22.02 -0.23 -1.03% |
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 Invesco High's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 0.7464 places Invesco High at low price variability. This places Invesco High at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.7464 | |
Semi Deviation Peers Comparison
Among sector peers, Invesco High's Semi Deviation of 0.7464 is below the 1.25 group average. The range runs from 0.707 (Capital Group Conservative) to 1.86 (iShares Asia 50). Invesco High 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 Invesco High 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.
Invesco High's Maximum Drawdown of
3.06 runs about
4.10 times its Semi Deviation of
0.75 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Invesco High.
Methodology, Assumptions & Data Sources
Invesco High's Semi Deviation currently stands at 0.7464. This Semi Deviation reading for Invesco High results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators