Amundi Index Value At Risk
| FRNU Etf | | | EUR 116.89 0.06 0.05% |
This technical indicator view for Value At Risk organizes signals for Amundi Index Solutions and comparable instruments. Coverage varies by data normalization and availability; see
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Investing Opportunities to understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This suggests a position in Amundi Index Solutions within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Amundi Index Solutions has current Value At Risk of
-0.70. 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)) |
| = | -0.70 | |
| ER[a] | = | Expected return on investing in Amundi Index |
| STD | = | Standard Deviation of Amundi Index |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Amundi Index Value At Risk Peers Comparison
Amundi Value At Risk Relative To Other Indicators
Amundi Index Solutions currently holds the
# 3 position in value at risk as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as 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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