IShares MSCI Value At Risk
| IMTM Etf | | | USD 47.85 -0.27 -0.56% |
Historical market data for iShares MSCI Intl forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data. Market data gaps can influence the computed indicator values. Diversification context is available through
Risk vs Return Analysis. Allocation context can improve visibility into portfolio balance. Diversification context is built from the relationships between portfolio holdings. This overview is based on available data and does not express a directional view. This captures an allocation to iShares MSCI Intl. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. This view summarizes available data without implying outcomes. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in real.
iShares MSCI Intl has current Value At Risk of
-1.98. 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)) |
| = | -1.98 | |
| 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 Intl 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 IShares MSCI to Peers
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