SPDR Barclays Semi Deviation
| SPSB ETF | | | USD 30.02 0.02 0.07% |
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 SPDR Barclays's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
SPDR Barclays's Semi Deviation of 0.1038 reflects low price variability. This places SPDR Barclays at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.1038 | |
Semi Deviation Peers Comparison
The peer group averages 0.49 for Semi Deviation, with SPDR Barclays at 0.1038 falling below that level. Readings span 0.2258 (SPDR Portfolio Intermediate) to 1.17 (iShares Expanded Tech). SPDR Barclays 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 SPDR Barclays 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.
SPDR Barclays's Maximum Drawdown of
0.94 runs about
9.01 times its Semi Deviation of
0.10 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for SPDR Barclays.
Methodology, Assumptions & Data Sources
SPDR Barclays' Semi Deviation currently stands at 0.1038. This Semi Deviation reading for SPDR Barclays results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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