Alpha Architect Value At Risk
| HIDE Etf | | | 24.07 -0.11 -0.45% |
Historical market data for Alpha Architect High forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data. Use
Risk vs Return Analysis to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. A position in Alpha Architect High appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. 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.
Alpha Architect High has current Value At Risk of
-0.48. 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)) |
| = | -0.48 | |
| ER[a] | = | Expected return on investing in Alpha Architect |
| STD | = | Standard Deviation of Alpha Architect |
| 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
Alpha Architect High holds the
#2 position 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 Alpha Architect to Peers
Other Technical Indicators