Goldman Sachs Value At Risk
| GMUB Etf | | | 50.99 -0.29 -0.57% |
The Value At Risk calculation for Goldman Sachs draws on price and volume history. Each data point is derived from standardized price and volume feeds. Portfolio design and allocation context appear in
Risk vs Return Analysis. Portfolio balance depends on how holdings are weighted relative to each other. The portfolio reflects a holding in Goldman Sachs ETF. The position falls within the allocation view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Goldman Sachs ETF has current Value At Risk of
-0.21. 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)) |
| = | -0.21 | |
| ER[a] | = | Expected return on investing in Goldman Sachs |
| STD | = | Standard Deviation of Goldman Sachs |
| 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
Goldman Sachs ETF ranks first in value at risk compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar 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 Goldman Sachs to Peers
Other Technical Indicators