JPMorgan BetaBuilders Value At Risk
| BBMC Etf | | | USD 110.48 0.06 0.05% |
The Value At Risk technical lookup provides context for JPMorgan BetaBuilders Mid and related instruments. Availability can vary by instrument;
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JPMorgan BetaBuilders Mid has current Value At Risk of
-1.74. 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)) |
| = | -1.74 | |
JPMorgan BetaBuilders Value At Risk Peers Comparison
JPMorgan Value At Risk Relative To Other Indicators
JPMorgan BetaBuilders Mid is rated
below average. in value at risk as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to 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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