IPath Bloomberg Value At Risk
| DJP Etf | | | USD 47.73 0.01 0.02% |
The Value At Risk technical lookup provides context for iPath Bloomberg Commodity and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context.
Investing Opportunities provides context for diversified portfolio construction. Refined allocation visibility enhances overall portfolio context. This reflects a position in iPath Bloomberg Commodity within the allocation view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in bureau of economic analysis.
iPath Bloomberg Commodity has current Value At Risk of
-1.98. 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)) |
| = | -1.98 | |
| ER[a] | = | Expected return on investing in IPath Bloomberg |
| STD | = | Standard Deviation of IPath Bloomberg |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
IPath Bloomberg Value At Risk Peers Comparison
IPath Value At Risk Relative To Other Indicators
iPath Bloomberg Commodity is rated
below average for value at risk among related ETFs. It is currently under evaluation for maximum drawdown among related 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.
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