Eaton Vance Value At Risk
| EVV Fund | | | USD 9.51 -0.10 -1.04% |
The Value At Risk lookup presents technical context for Eaton Vance Limited and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Eaton Vance has a market cap of 1.31 B, operating margin of 81.22%, ROE of -44.0%.
Investing Opportunities can help frame allocation decisions. The allocation includes a position in Eaton Vance Limited in the portfolio view. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as
signals in private.
Eaton Vance Limited has current Value At Risk of
-0.82. 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)) |
| = | -0.82 | |
| ER[a] | = | Expected return on investing in Eaton Vance |
| STD | = | Standard Deviation of Eaton Vance |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Eaton Vance Value At Risk Peers Comparison
Eaton Value At Risk Relative To Other Indicators
Eaton Vance Limited falls in the
fourth position for value at risk against comparable funds. It is currently under evaluation for maximum drawdown against comparable 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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