Trust For Value At Risk
| CLSE Etf | | | USD 28.02 -0.45 -1.58% |
The Value At Risk profile for Trust For Professional is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Trust For Professional. The position falls within the allocation view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in real.
Trust For Professional has current Value At Risk of
-1.41. 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)) |
| = | -1.41 | |
| ER[a] | = | Expected return on investing in Trust For |
| STD | = | Standard Deviation of Trust For |
| 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
Trust For Professional holds the
#4 position 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 Trust For to Peers
Other Technical Indicators