IShares Core Value At Risk
| DGRO Etf | | | USD 69.72 0.22 0.32% |
The Value At Risk indicator for iShares Core Dividend is derived from observed market data. The dataset is based on observed market activity where data is available.
Investing Opportunities provides context for diversified portfolio design. This information is provided for contextual purposes. iShares Core Dividend can be tracked within a custom portfolio for ongoing monitoring. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence iShares Core Dividend's etf valuation — related indicators include
signals in real.
iShares Core Dividend has current Value At Risk of
-1.03. 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)) |
| = | -1.03 | |
| ER[a] | = | Expected return on investing in IShares Core |
| STD | = | Standard Deviation of IShares Core |
| 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
iShares Core Dividend lands at
#3 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 IShares Core to Peers
Other Technical Indicators