Capital Group Value At Risk
| CGDG ETF | | | 35.36 -0.02 -0.06% |
This module presents the Value At Risk indicator for Capital Group Dividend using available market inputs. The
Equity Screeners framework provides wider technical analysis context. Use
Trending Equities to explore diversified allocation structure. The overall portfolio profile is shaped by the distribution of its holdings. Portfolio tools allow users to monitor Capital Group Dividend alongside other positions. Portfolio views show how individual holdings contribute to aggregate returns. Broader economic conditions can influence Capital Group Dividend's ETF valuation — related indicators include
signals in discontinued.
Capital Group Dividend 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 | |
| ER[a] | = | Expected return on investing in Capital Group |
| STD | = | Standard Deviation of Capital Group |
| 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
Capital Group Dividend is rated
below average 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 Capital Group to Peers
Other Technical Indicators