First Trust Value At Risk
| FDTS Etf | | | USD 64.65 0.06 0.09% |
The Value At Risk calculation for First Trust draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Portfolio design and allocation context appear in
Investing Opportunities. Portfolio balance depends on how holdings are weighted relative to each other. Monitoring First Trust Developed within a portfolio highlights how it interacts with other holdings. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence First Trust Developed's etf valuation — related indicators include
signals in population.
First Trust Developed has current Value At Risk of
-2.08. 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)) |
| = | -2.08 | |
| ER[a] | = | Expected return on investing in First Trust |
| STD | = | Standard Deviation of First Trust |
| 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
First Trust Developed 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 First Trust to Peers
Other Technical Indicators