DWLV Value At Risk
The Value At Risk calculation for DWLV draws on price and volume history. Each data point is derived from standardized price and volume feeds.
For portfolio construction context, review
Investing Opportunities. Diversification context helps frame allocation across holdings. Broader economic conditions can influence DWLV's ETF valuation — related indicators include
signals in board of governors.
DWLV has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in DWLV |
| STD | = | Standard Deviation of DWLV |
| 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
DWLV stands at number one 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.