WELLS FARGO Value At Risk
| EMGAX Fund | | | USD 34.42 -0.12 -0.35% |
The Value At Risk signal for Wells Fargo Emerging reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Availability can differ across markets, exchanges, and instruments. Comparable indicator datasets are structured within
Equity Screeners.
Investing Opportunities provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Diversification analysis considers the interaction of positions within a portfolio. The holding in Wells Fargo Emerging represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in nation.
For information on how to trade WELLS Mutual Fund refer to our
How to Trade WELLS Mutual Fund guide.
Wells Fargo Emerging has current Value At Risk of
-1.95. 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)) |
| = | -1.95 | |
| ER[a] | = | Expected return on investing in WELLS FARGO |
| STD | = | Standard Deviation of WELLS FARGO |
| 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
Wells Fargo Emerging is rated
below average in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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 WELLS FARGO to Peers
Other Technical Indicators