Abrdn Emerging Value At Risk
| AGEM Etf | | | 40.58 0.44 1.10% |
Technical inputs supporting the Value At Risk indicator for abrdn Emerging Markets are shown here. Values are derived from historical price and volume observations. Diversification context is available through
Trending Equities. This information is provided for contextual purposes. Monitoring abrdn Emerging Markets within a portfolio highlights how it interacts with other holdings. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence abrdn Emerging Markets's etf valuation — related indicators include
signals in median.
abrdn Emerging Markets has current Value At Risk of
-2.69. 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)) |
| = | -2.69 | |
| ER[a] | = | Expected return on investing in Abrdn Emerging |
| STD | = | Standard Deviation of Abrdn Emerging |
| 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
abrdn Emerging Markets is rated
below average in value at risk against similar ETFs. It is currently under evaluation in maximum drawdown against 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 Abrdn Emerging to Peers
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