JP Morgan Value At Risk
| BBEM Etf | | | 66.90 2.04 3.15% |
The Value At Risk indicator for JP Morgan Exchange Traded is derived from observed market data. Exchange-specific data schedules may affect the recency of readings. Review
Trending Equities for context on portfolio diversification. Portfolio construction reflects how positions are combined across holdings. Portfolio tools allow users to monitor JP Morgan Exchange Traded alongside other positions. Portfolio views show how individual holdings contribute to aggregate returns. Broader economic conditions can influence JP Morgan Exchange Traded's etf valuation — related indicators include
signals in median.
JP Morgan Exchange Traded has current Value At Risk of
-2.73. 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)) |
| = | -2.73 | |
| ER[a] | = | Expected return on investing in JP Morgan |
| STD | = | Standard Deviation of JP Morgan |
| 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
JP Morgan Exchange Traded is rated
below average 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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