SPDR SAMPP Semi Deviation
| XTN ETF | | | USD 106.00 1.32 1.26% |
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 SAMPP's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
SPDR SAMPP carries a Semi Deviation of 2.42, consistent with moderate price variability. This places SPDR SAMPP within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 2.42 | |
Semi Deviation Peers Comparison
Relative to peers, SPDR SAMPP's Semi Deviation is above the group average of 1.12. Peer readings range from 0.4869 (First Trust Exchange Traded) to 1.57 (SPDR SAMPP Telecom), reflecting moderate dispersion across the sector. SPDR SAMPP 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 SPDR SAMPP 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 SAMPP shows nearly
4.49 of Maximum Drawdown per unit of Semi Deviation (
2.42 versus
10.89 ). This indicates Maximum Drawdown is significantly higher than Semi Deviation for SPDR SAMPP.
Methodology, Assumptions & Data Sources
SPDR SAMPP has a current Semi Deviation reading of 2.42. The Semi Deviation for SPDR SAMPP is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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