John Hancock Value At Risk
| HEQ Etf | | | USD 10.75 -0.15 -1.38% |
John Hancock value at risk lookup summarizes this and related technical indicators for John Hancock Hedged. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. John Hancock has a market cap of 120.16 M. Use
Risk vs Return Analysis to explore allocation context. This includes a position in John Hancock Hedged in the portfolio 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 discontinued.
John Hancock Hedged has current Value At Risk of
-0.73. 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)) |
| = | -0.73 | |
| ER[a] | = | Expected return on investing in John Hancock |
| STD | = | Standard Deviation of John Hancock |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
John Hancock Value At Risk Peers Comparison
John Value At Risk Relative To Other Indicators
John Hancock Hedged is ranked
third for value at risk among related ETFs. It is currently under evaluation for maximum drawdown among related 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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