BetaPro SAMPP Value At Risk
| HIU Etf | | | CAD 9.87 0.03 0.30% |
The Value At Risk profile for BetaPro SAMPP 500 is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. Review
Risk vs Return Analysis to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. Diversified allocation aims to distribute exposure across multiple positions. The allocation shows a weighting toward BetaPro SAMPP 500. The weighting is visible within the allocation breakdown. The sizing of each position reflects the overall allocation strategy. No forward-looking guarantees are expressed or implied by this data. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
BetaPro SAMPP 500 has current Value At Risk of
-0.92. 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)) |
| = | -0.92 | |
| ER[a] | = | Expected return on investing in BetaPro SAMPP |
| STD | = | Standard Deviation of BetaPro SAMPP |
| 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
BetaPro SAMPP 500 takes the leading position in value at risk against similar ETFs. It is currently under evaluation in maximum drawdown against 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 BetaPro SAMPP to Peers
Other Technical Indicators