Invesco International Value At Risk
| IMFL Etf | | | USD 32.12 0.57 1.81% |
Observed values used to calculate the Value At Risk technical indicator for Invesco International Developed. Indicator values reflect available price and volume data where applicable.
Invesco International Developed has current Value At Risk of
-1.53. 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)) |
| = | -1.53 | |
Invesco International Value At Risk Peers Comparison
Invesco Value At Risk Relative To Other Indicators
Invesco International Developed carries a
fifth ranking for value at risk within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group .
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.
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