Franklin FTSE Value At Risk
| FLAX Etf | | | USD 30.56 -0.62 -1.99% |
The Value At Risk calculation for Franklin FTSE draws on price and volume history. Related screening structures are referenced through
Equity Screeners.
Investing Opportunities provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. Tracking Franklin FTSE Asia in a portfolio provides context for performance attribution. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Franklin FTSE Asia's etf valuation — related indicators include
signals in nation.
Franklin FTSE Asia has current Value At Risk of
-2.07. 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)) |
| = | -2.07 | |
| ER[a] | = | Expected return on investing in Franklin FTSE |
| STD | = | Standard Deviation of Franklin FTSE |
| 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
Franklin FTSE Asia is rated
fifth in value at risk compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
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 Franklin FTSE to Peers
Other Technical Indicators