IShares MSCI Coefficient Of Variation
| URTH ETF | | | USD 200.44 -0.19 -0.09% |
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 MSCI's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
A Coefficient Of Variation of 841.18 for IShares MSCI signals high dispersion relative to expected return — volatility substantially exceeds the return signal. 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 |
| = | 841.18 | |
Coefficient Of Variation Peers Comparison
Among sector peers, IShares MSCI's Coefficient Of Variation of 841.18 is below the 1003.15 group average. The range runs from -1823.3963 (iShares China Large Cap) to 3072.2 (iShares Biotechnology ETF). Relative to peers, IShares MSCI shows more consistent returns per unit of risk.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for IShares MSCI 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.
At
841.18 for Coefficient Of Variation and
4.04 for Maximum Drawdown, IShares MSCI's cross-indicator ratio sits almost
0.0048 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for IShares MSCI. Coefficient Of Variation outpaces Maximum Drawdown by
207.98 times for iShares MSCI World
Methodology, Assumptions & Data Sources
IShares MSCI's Coefficient Of Variation currently stands at 841.18. IShares MSCI's 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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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