Teucrium Corn Value At Risk
| CORN Etf | | | USD 18.80 -0.03 -0.16% |
The Value At Risk signal for Teucrium Corn reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Use
Trending Equities to better understand diversified portfolio construction. The diversification view provides additional analytical depth. A position in Teucrium Corn is indicated here. 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 main economic indicators.
Teucrium Corn has current Value At Risk of
-1.55. 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)) |
| = | -1.55 | |
| ER[a] | = | Expected return on investing in Teucrium Corn |
| STD | = | Standard Deviation of Teucrium Corn |
| 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
Teucrium Corn lands at
#5 in value at risk against similar ETFs. It is currently under evaluation in maximum drawdown against 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.
Compare Teucrium Corn to Peers
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