Hotchkis Wiley Value At Risk
| HWSM Etf | | | 27.09 0.14 0.52% |
The Value At Risk profile for Hotchkis Wiley SMID is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. For portfolio construction context, review
Risk vs Return Analysis. Clearer exposure analysis supports long-term portfolio balance. Hotchkis Wiley SMID can be tracked within a custom portfolio for ongoing monitoring. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Hotchkis Wiley SMID's etf valuation — related indicators include
signals in main economic indicators.
Hotchkis Wiley SMID has current Value At Risk of
-1.61. 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)) |
| = | -1.61 | |
| ER[a] | = | Expected return on investing in Hotchkis Wiley |
| STD | = | Standard Deviation of Hotchkis Wiley |
| 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
Hotchkis Wiley SMID is rated
below average 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 Hotchkis Wiley to Peers
Other Technical Indicators