Sprott Focus Value At Risk
| FUND Stock | | | USD 9.13 -0.27 -2.87% |
Observed values used in the Value At Risk indicator for Sprott Focus Trust are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. Sprott Focus has a market cap of 274.07 M, operating margin of 58.68%, ROE of 20.08%. For allocation context, review
Investing Opportunities. Allocation details are provided as informational context. Allocation context is based on the most recent position data. The dataset is presented as structured reference material for independent review. The portfolio reflects a holding in Sprott Focus Trust. The position falls within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Sprott Focus Trust has current Value At Risk of
-2.20. 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)) |
| = | -2.20 | |
| ER[a] | = | Expected return on investing in Sprott Focus |
| STD | = | Standard Deviation of Sprott Focus |
| 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
Sprott Focus Trust is rated
below average for value at risk relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
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 Sprott Focus to Peers
Other Technical Indicators