SPDR MSCI Value At Risk
| CWI Etf | | | USD 35.51 -1.07 -2.93% |
Technical inputs supporting the Value At Risk indicator for SPDR MSCI ACWI are shown here. Additional screening context is available through
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Trending Equities frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. This captures an allocation to SPDR MSCI ACWI. It is represented within the portfolio holdings. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in small area income & poverty estimates.
SPDR MSCI ACWI has current Value At Risk of
-1.97. 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)) |
| = | -1.97 | |
| ER[a] | = | Expected return on investing in SPDR MSCI |
| STD | = | Standard Deviation of SPDR MSCI |
| 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
SPDR MSCI ACWI is rated
below average for value at risk across ETF peers. It is currently under evaluation for maximum drawdown across ETF peers .
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 SPDR MSCI to Peers
Other Technical Indicators