159005 Value At Risk
| 159005 Etf | | | 100.00 0.00 0.00% |
Observed values used in the Value At Risk indicator for 159005 are included in this dataset. The underlying data comes from exchange-reported trading records.
Trending Equities provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The portfolio structure determines how individual positions contribute to the whole. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
159005 has current Value At Risk of 0. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in 159005 |
| STD | = | Standard Deviation of 159005 |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
159005 is rated
second in value at risk compared to similar ETFs. It is rated
below average in maximum drawdown compared to similar ETFs .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare 159005 to Peers
Other Technical Indicators