Innovator MSCI Value At Risk
| EAPR Etf | | | USD 30.06 -0.06 -0.20% |
This dataset for Innovator MSCI Emerging reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Extended technical indicator views are accessible through
Equity Screeners.
Investing Opportunities provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. This captures an allocation to Innovator MSCI Emerging. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. All metrics are derived from available inputs and shown for reference. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in employment.
Innovator MSCI Emerging has current Value At Risk of
-0.20. 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)) |
| = | -0.20 | |
| ER[a] | = | Expected return on investing in Innovator MSCI |
| STD | = | Standard Deviation of Innovator MSCI |
| 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
Innovator MSCI Emerging outranks all peers 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.
Compare Innovator MSCI to Peers
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