Tradr 2X Semi Variance
Tradr 2X semi-variance technical analysis lookup allows you to check this and other technical indicators for Tradr 2X Long or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Tradr 2X Long has current Semi Variance of 0. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.
| = | 0 |
SUM | = | Summation notation |
RET DEV | = | Actual return deviation over selected period |
N(ZERO) | = | Number of points with returns less than zero |
Tradr 2X Semi Variance Peers Comparison
Tradr Semi Variance Relative To Other Indicators
Tradr 2X Long is rated below average in semi variance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs .
Semi Variance |
Compare Tradr 2X to Peers |
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Tradr 2X Technical Signals
All Tradr 2X Technical Indicators
Cycle Indicators | ||
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Math Transform | ||
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Price Transform | ||
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Volume Indicators |
Risk Adjusted Performance | (0.03) | |||
Market Risk Adjusted Performance | (0.17) | |||
Mean Deviation | 8.3 | |||
Coefficient Of Variation | (2,263) | |||
Standard Deviation | 10.57 | |||
Variance | 111.76 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | (0.77) | |||
Total Risk Alpha | (2.00) | |||
Treynor Ratio | (0.18) | |||
Maximum Drawdown | 39.69 | |||
Value At Risk | (17.43) | |||
Potential Upside | 21.66 | |||
Skewness | 0.5871 | |||
Kurtosis | (0.29) |