Franklin Templeton Value At Risk
| FTF Etf | | | USD 5.83 -0.02 -0.34% |
The Value At Risk profile for Franklin Templeton Limited is based on historical price and volume observations. Related screening structures are referenced through
Equity Screeners. Franklin Templeton has a market cap of 223.12 M, operating margin of 83.03%, current ratio of 0.15. See
Investing Opportunities for additional portfolio context. Portfolio analysis tools can evaluate how Franklin Templeton Limited fits within a broader allocation. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence Franklin Templeton Limited's etf valuation — related indicators include
signals in population.
Franklin Templeton Limited has current Value At Risk of
-0.51. 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)) |
| = | -0.51 | |
| ER[a] | = | Expected return on investing in Franklin Templeton |
| STD | = | Standard Deviation of Franklin Templeton |
| 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 Templeton Limited ranks
third among etfs in value at risk relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable 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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