IShares Morningstar Value At Risk
| IMCB Etf | | | USD 82.25 -1.41 -1.69% |
The Value At Risk profile for iShares Morningstar Mid Cap is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. IShares Morningstar has a market cap of 41.01 M, operating margin of 0.2%. Allocation context is available in
Risk vs Return Analysis. A position in iShares Morningstar Mid Cap is part of the allocation. It is reflected in the overall portfolio structure. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
iShares Morningstar Mid Cap has current Value At Risk of
-1.51. 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)) |
| = | -1.51 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
iShares Morningstar Mid Cap is rated
below average in value at risk compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to 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 IShares Morningstar to Peers
Other Technical Indicators