Grayscale CoinDesk Value At Risk
| GDLC Etf | | | USD 32.25 -0.13 -0.40% |
Technical inputs supporting the Value At Risk indicator for Grayscale CoinDesk Crypto are shown here. The information is based on observed market data across timeframes. Grayscale CoinDesk has a market cap of 89.17 M. Use
Risk vs Return Analysis to explore allocation context. The allocation summary reflects available position data. Composition figures are derived from reported holdings. This information is provided for contextual purposes. A position in Grayscale CoinDesk Crypto appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. The information is analytical in nature and is not intended as a specific recommendation. Also, note that the market value of any otc etf could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
Grayscale CoinDesk Crypto has current Value At Risk of
-6.02. 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)) |
| = | -6.02 | |
| ER[a] | = | Expected return on investing in Grayscale CoinDesk |
| STD | = | Standard Deviation of Grayscale CoinDesk |
| 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
Grayscale CoinDesk Crypto is rated
below average for value at risk among peer ETFs. It is currently under evaluation for maximum drawdown among peer 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.
Compare Grayscale CoinDesk to Peers
Other Technical Indicators