WBI BullBear Semi Deviation
| WBIL ETF | | | USD 36.27 -0.03 -0.08% |
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 WBI BullBear's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
WBI BullBear's Semi Deviation of 1.06 reflects moderate price variability. This places WBI BullBear within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.06 | |
Semi Deviation Peers Comparison
The peer group averages 0.0 for Semi Deviation, with WBI BullBear at 1.06 falling above that level. Readings span 0.194 (First Trust Vivaldi) to 3.21 (Direxion Daily Robotics). WBI BullBear has exhibited greater 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 WBI BullBear 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.
The Maximum Drawdown-to-Semi Deviation ratio for WBI BullBear sits near
4.19 , with Semi Deviation at
1.06 and Maximum Drawdown at
4.46 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for WBI BullBear.
Methodology, Assumptions & Data Sources
The current Semi Deviation for WBI BullBear is 1.06. This Semi Deviation reading for WBI BullBear results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators