Liberty All Value At Risk
| ASG Fund | | | USD 4.95 -0.06 -1.20% |
The Value At Risk lookup presents technical context for Liberty All Star and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Liberty All has market cap of 377.54 M, P/E of 2.12, operating margin of -157.39%.
Trending Equities can help frame allocation decisions. The allocation includes a position in Liberty All Star within the portfolio mix. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as
signals in population.
Liberty All Star has current Value At Risk of
-1.58. 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)) |
| = | -1.58 | |
| ER[a] | = | Expected return on investing in Liberty All |
| STD | = | Standard Deviation of Liberty All |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Liberty All Value At Risk Peers Comparison
Liberty Value At Risk Relative To Other Indicators
Liberty All Star is rated
below average. 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.