SPDR SAMPP Standard Deviation
| XTN ETF | | | USD 104.27 -0.45 -0.43% |
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 has a Standard Deviation of 2.29, indicating moderate price variability. This places SPDR SAMPP within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 2.29 | |
Standard Deviation Peers Comparison
Relative to peers, SPDR SAMPP's Standard Deviation is above the group average of 1.32. Peer readings range from 0.5894 (First Trust Exchange Traded) to 2.23 (SPDR SAMPP Telecom), reflecting wide 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 shows nearly
4.76 of Maximum Drawdown per unit of Standard Deviation (
2.29 versus
10.89 ). This indicates Maximum Drawdown is significantly higher than Standard Deviation for SPDR SAMPP.
Methodology, Assumptions & Data Sources
SPDR SAMPP's Standard Deviation currently stands at 2.29. The Standard Deviation for SPDR SAMPP is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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