SPDR SAMPP Standard Deviation
| XAR ETF | | | USD 262.76 -4.50 -1.68% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is SPDR SAMPP's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
SPDR SAMPP's Standard Deviation of 2.13 reflects moderate price variability. This places SPDR SAMPP within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 2.13 | |
Standard Deviation Peers Comparison
Relative to peers, SPDR SAMPP's Standard Deviation is above the group average of 1.32. Peer readings range from 0.9605 (BNY Mellon Large) to 1.8 (iShares MSCI Europe), reflecting moderate dispersion across the sector. SPDR SAMPP has exhibited greater price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for SPDR SAMPP and its peers. Each point represents one equity — position along the horizontal axis shows Standard 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 SAMPP's Standard Deviation reads
2.13 while Maximum Drawdown reads
8.54 , a
4.01 ratio between the two. This indicates Maximum Drawdown is significantly higher than Standard Deviation for SPDR SAMPP.
Methodology, Assumptions & Data Sources
The current Standard Deviation for SPDR SAMPP is 2.13. Standard Deviation for SPDR SAMPP is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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