WisdomTree Global Value At Risk
| DEW ETF | | | USD 65.21 -0.36 -0.55% |
Observed values used in the Value At Risk indicator for WisdomTree Global High are included in this dataset. Data coverage may vary across sources and reporting intervals. Use
Investing Opportunities to explore diversified allocation structure. This view summarizes available data without implying outcomes. Tracking WisdomTree Global High in a portfolio provides context for performance attribution. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence WisdomTree Global High's ETF valuation — related indicators include
signals in median.
WisdomTree Global High has current Value At Risk of
-1.35. 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)) |
| = | -1.35 | |
| ER[a] | = | Expected return on investing in WisdomTree Global |
| STD | = | Standard Deviation of WisdomTree Global |
| 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 Global High falls in the
fourth position for value at risk relative to ETF peers. It is currently under evaluation for maximum drawdown relative to 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 WisdomTree Global to Peers
Other Technical Indicators