AMERICAN MUTUAL Value At Risk
| AMFFX Fund | | | USD 57.63 -0.80 -1.37% |
Historical market data for American Mutual Fund forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The overall portfolio profile is shaped by the distribution of its holdings. This information is provided for contextual purposes. A position in American Mutual Fund appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. This content does not constitute investment advice or a recommendation. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in price.
American Mutual Fund has current Value At Risk of
-1.16. 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)) |
| = | -1.16 | |
| ER[a] | = | Expected return on investing in AMERICAN MUTUAL |
| STD | = | Standard Deviation of AMERICAN MUTUAL |
| 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
American Mutual Fund ranks first in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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 AMERICAN MUTUAL to Peers
Other Technical Indicators