WisdomTree Dynamic Value At Risk vs. Skewness
| DDLS Etf | | | USD 41.92 -1.28 -2.96% |
This dataset for WisdomTree Dynamic Currency reflects inputs used in the this indicator calculation. Data availability for the calculation period determines indicator completeness. Use
Investing Opportunities to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This suggests a position in WisdomTree Dynamic Currency. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
WisdomTree Dynamic Currency has current Value At Risk of
-1.72. 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)) |
| = | -1.72 | |
| ER[a] | = | Expected return on investing in WisdomTree Dynamic |
| STD | = | Standard Deviation of WisdomTree Dynamic |
| 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
WisdomTree Dynamic Currency maintains a
fourth standing in value at risk across the ETF category. It is currently under evaluation in skewness across the ETF category .
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 WisdomTree Dynamic to Peers
Other Technical Indicators