IShares MSCI Value At Risk
| EFV ETF | | | USD 72.34 -1.10 -1.50% |
Technical inputs supporting the Value At Risk indicator for iShares MSCI EAFE are shown here. Cross-instrument Value At Risk comparisons are available via
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Investing Opportunities for context on portfolio diversification. The information is presented without directional commentary. iShares MSCI EAFE can be added to a watchlist or portfolio for position tracking. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence iShares MSCI EAFE's ETF valuation — related indicators include
signals in price.
iShares MSCI EAFE has current Value At Risk of
-1.97. 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)) |
| = | -1.97 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| STD | = | Standard Deviation of IShares 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
iShares MSCI EAFE is rated
below average 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.
Compare IShares MSCI to Peers
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