IShares Core Value At Risk
| IBC3 Etf | | | EUR 5.30 -0.12 -2.21% |
This dataset for iShares Core MSCI reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Extended technical indicator views are accessible through
Equity Screeners. Diversification context is available through
Risk vs Return Analysis. Diversification context helps frame allocation across holdings. Diversified allocation aims to distribute exposure across multiple positions. The data shown is informational and should not be interpreted as guidance. This includes a position in iShares Core MSCI. The position sits inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in nation.
iShares Core MSCI has current Value At Risk of
-2.21. 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)) |
| = | -2.21 | |
| ER[a] | = | Expected return on investing in IShares Core |
| STD | = | Standard Deviation of IShares Core |
| 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
iShares Core MSCI is rated
below average in value at risk relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable 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 IShares Core to Peers
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