FEDERATED MDT Value At Risk
| FSTLX Fund | | | USD 34.64 -0.47 -1.34% |
The Value At Risk profile for Federated Mdt Large is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values. Related screening structures are referenced through
Equity Screeners. Review
Investing Opportunities to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. Diversified allocation aims to distribute exposure across multiple positions. Reported data is organized for reference and is not a recommendation. The allocation shows a weighting toward Federated Mdt Large. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. This overview is based on available data and does not express a directional view. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
Federated Mdt Large has current Value At Risk of
-1.34. 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)) |
| = | -1.34 | |
| ER[a] | = | Expected return on investing in FEDERATED MDT |
| STD | = | Standard Deviation of FEDERATED MDT |
| 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
Federated Mdt Large is rated
second in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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 FEDERATED MDT to Peers
Other Technical Indicators