Schwab Fundamental Value At Risk
| FNDB Etf | | | USD 27.34 0.52 1.94% |
Technical inputs supporting the Value At Risk indicator for Schwab Fundamental Broad are shown here. Values are derived from historical price and volume observations. Use
Investing Opportunities to explore diversified allocation structure. The overall portfolio profile is shaped by the distribution of its holdings. Schwab Fundamental Broad can be added to a watchlist or portfolio for position tracking. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Schwab Fundamental Broad's etf valuation — related indicators include
signals in unemployment.
Schwab Fundamental Broad has current Value At Risk of
-1.25. 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)) |
| = | -1.25 | |
| ER[a] | = | Expected return on investing in Schwab Fundamental |
| STD | = | Standard Deviation of Schwab Fundamental |
| 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
Schwab Fundamental Broad is rated
second 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.
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