AIM ETF Value At Risk
| AUGW Etf | | | 32.08 -0.24 -0.74% |
The Value At Risk calculation for AIM ETF draws on price and volume history. Each data point is derived from standardized price and volume feeds. For portfolio construction context, review
Trending Equities. Clearer exposure analysis supports long-term portfolio balance. Allocation decisions are shaped by the composition and weighting of holdings. All metrics are derived from available inputs and shown for reference. This captures an allocation to AIM ETF Products. It is represented within the portfolio holdings. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in census.
AIM ETF Products has current Value At Risk of
-0.53. 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)) |
| = | -0.53 | |
| ER[a] | = | Expected return on investing in AIM ETF |
| STD | = | Standard Deviation of AIM ETF |
| 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
AIM ETF Products falls in the
fifth position for value at risk relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
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 AIM ETF to Peers
Other Technical Indicators