2023 ETF Value At Risk
| GMOI Etf | | | 35.32 -0.38 -1.06% |
This technical indicator view for Value At Risk organizes signals for The 2023 ETF and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Review
Risk vs Return Analysis to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This suggests a position in The 2023 ETF inside the allocation 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 employment.
The 2023 ETF has current Value At Risk of
-1.41. 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)) |
| = | -1.41 | |
| ER[a] | = | Expected return on investing in 2023 ETF |
| STD | = | Standard Deviation of 2023 ETF |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
2023 ETF Value At Risk Peers Comparison
2023 Value At Risk Relative To Other Indicators
The 2023 ETF places
fifth for value at risk across ETF peers. It is currently under evaluation for maximum drawdown across ETF 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.