IShares MSCI Value At Risk
| IDSE Etf | | | USD 134.40 -3.70 -2.68% |
Observed values used in the Value At Risk indicator for iShares MSCI Europe are included in this dataset. The underlying data comes from exchange-reported trading records. Use
Risk vs Return Analysis to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. The allocation shows a weighting toward iShares MSCI Europe. 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.
iShares MSCI Europe has current Value At Risk of
-1.37. 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)) |
| = | -1.37 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| STD | = | Standard Deviation of IShares 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
iShares MSCI Europe is rated
below average in value at risk across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
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 MSCI to Peers
Other Technical Indicators