Jpmorgan Emerging Value At Risk
| EMRSX Fund | | | USD 22.56 0.25 1.12% |
The Value At Risk lookup presents technical context for Jpmorgan Emerging Markets and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Investing Opportunities provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Jpmorgan Emerging Markets within the portfolio mix. 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 main economic indicators.
Jpmorgan Emerging Markets has current Value At Risk of
-1.18. 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)) |
| = | -1.18 | |
| ER[a] | = | Expected return on investing in Jpmorgan Emerging |
| STD | = | Standard Deviation of Jpmorgan Emerging |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Jpmorgan Emerging Value At Risk Peers Comparison
Jpmorgan Value At Risk Relative To Other Indicators
Jpmorgan Emerging Markets 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.
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