IShares MSCI Value At Risk
| EXCH Etf | | | USD 7.46 -0.06 -0.80% |
The Value At Risk profile for iShares MSCI EM is based on historical price and volume observations. The
Equity Screeners framework provides wider technical analysis context. For portfolio construction context, review
Investing Opportunities. Allocation decisions are shaped by the composition and weighting of holdings. Tracking iShares MSCI EM in a portfolio helps measure its contribution to overall performance. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence iShares MSCI EM's etf valuation — related indicators include
signals in inflation.
iShares MSCI EM has current Value At Risk of
-2.40. 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)) |
| = | -2.40 | |
| 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 EM is rated
below average in value at risk across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
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
Other Technical Indicators