Desjardins Value At Risk
| DRFE Etf | | | CAD 28.05 -0.75 -2.60% |
Observed values used in the Value At Risk indicator for Desjardins RI Emerging are included in this dataset. Market data gaps can influence the computed indicator values.
Investing Opportunities provides a view into diversified allocation design. All figures are based on reported data and are informational in nature. Portfolio analysis tools can evaluate how Desjardins RI Emerging fits within a broader allocation. The allocation framework in use shapes how individual positions are weighted. Broader economic conditions can influence Desjardins RI Emerging's etf valuation — related indicators include
signals in inflation.
Desjardins RI Emerging has current Value At Risk of
-2.60. 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)) |
| = | -2.60 | |
| ER[a] | = | Expected return on investing in Desjardins |
| STD | = | Standard Deviation of Desjardins |
| 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
Desjardins RI Emerging is rated
below average 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 Desjardins to Peers
Other Technical Indicators