FT Cboe Value At Risk
| BUFD Etf | | | USD 28.01 -0.05 -0.18% |
This dataset for FT Cboe Vest reflects inputs used in the Value At Risk calculation. Data availability for the calculation period determines indicator completeness.
Trending Equities frames the approach to diversified portfolio design. The portfolio structure determines how individual positions contribute to the whole. Tracking FT Cboe Vest in a portfolio helps measure its contribution to overall performance. This information is provided for contextual purposes. Broader economic conditions can influence FT Cboe Vest's etf valuation — related indicators include
signals in price.
FT Cboe Vest has current Value At Risk of
-0.64. 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)) |
| = | -0.64 | |
| ER[a] | = | Expected return on investing in FT Cboe |
| STD | = | Standard Deviation of FT Cboe |
| 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
FT Cboe Vest leads all etfs for value at risk among peer ETFs. It is currently under evaluation for maximum drawdown among peer 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.
Compare FT Cboe to Peers
Other Technical Indicators