Dimensional ETF Value At Risk
| DFSV Etf | | | USD 34.13 -0.51 -1.47% |
The Value At Risk lookup presents technical context for Dimensional ETF Trust and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Investing Opportunities provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Dimensional ETF Trust within the portfolio mix. 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.
Dimensional ETF Trust has current Value At Risk of
-1.54. 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)) |
| = | -1.54 | |
| ER[a] | = | Expected return on investing in Dimensional ETF |
| STD | = | Standard Deviation of Dimensional ETF |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Dimensional ETF Value At Risk Peers Comparison
Dimensional Value At Risk Relative To Other Indicators
Dimensional ETF Trust is rated
below average 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.
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