HSBC MSCI Value At Risk
| HIUA Etf | | | 35.82 -0.61 -1.67% |
This module presents the Value At Risk indicator for HSBC MSCI USA using available market inputs. Coverage differences may occur across instruments and market segments. Review
Risk vs Return Analysis for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. This reflects a position in HSBC MSCI USA. The allocation framework shapes how individual positions are weighted. 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.
HSBC MSCI USA has current Value At Risk of
-2.07. 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)) |
| = | -2.07 | |
| ER[a] | = | Expected return on investing in HSBC MSCI |
| STD | = | Standard Deviation of HSBC MSCI |
| 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
HSBC MSCI USA is rated
below average for value at risk relative to ETF peers. It is rated
below average for maximum drawdown relative to ETF peers .
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 HSBC MSCI to Peers
Other Technical Indicators