HARBOR CONVERTIBLE Value At Risk
| HICSX Fund | | | USD 13.83 -0.36 -2.54% |
This module presents the Value At Risk indicator for Harbor Vertible Securities using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings. The
Equity Screeners framework provides wider technical analysis context. Review
Risk vs Return Analysis to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Portfolio construction reflects how positions are combined across holdings. Reported data is organized for reference and does not imply a course of action. The allocation includes a position in Harbor Vertible Securities. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in population.
Harbor Vertible Securities has current Value At Risk of
-1.76. 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)) |
| = | -1.76 | |
| ER[a] | = | Expected return on investing in HARBOR CONVERTIBLE |
| STD | = | Standard Deviation of HARBOR CONVERTIBLE |
| 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
Harbor Vertible Securities is rated
fifth in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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 HARBOR CONVERTIBLE to Peers
Other Technical Indicators