SavvyLong AMZN Value At Risk
| AMZU Etf | | | 17.96 -0.18 -0.99% |
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SavvyLong AMZN ETF has current Value At Risk of
-4.86. 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)) |
| = | -4.86 | |
| ER[a] | = | Expected return on investing in SavvyLong AMZN |
| STD | = | Standard Deviation of SavvyLong AMZN |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
SavvyLong AMZN Value At Risk Peers Comparison
SavvyLong Value At Risk Relative To Other Indicators
SavvyLong AMZN ETF lands at
#2 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.
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