American Century Value At Risk
| CATF Etf | | | 49.88 0.14 0.28% |
The Value At Risk calculation for American Century draws on price and volume history. Related screening structures are referenced through
Equity Screeners.
Trending Equities provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. This captures an allocation to American Century ETF. This is part of the broader portfolio composition. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
American Century ETF has current Value At Risk of
-0.26. 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)) |
| = | -0.26 | |
| ER[a] | = | Expected return on investing in American Century |
| STD | = | Standard Deviation of American Century |
| 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
American Century ETF ranks
third among etfs in value at risk relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable 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 American Century to Peers
Other Technical Indicators