Leverage Shares Value At Risk
| AMDG Etf | | | 21.88 1.30 6.32% |
Historical market data for Leverage Shares 2X forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods.
Trending Equities provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. This suggests a position in Leverage Shares 2X. The position sits inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in median.
Leverage Shares 2X has current Value At Risk of
-7.63. 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)) |
| = | -7.63 | |
| ER[a] | = | Expected return on investing in Leverage Shares |
| STD | = | Standard Deviation of Leverage Shares |
| 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
Leverage Shares 2X is rated
below average in value at risk relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable 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 Leverage Shares to Peers
Other Technical Indicators