Pacer Benchmark Value At Risk
| INDS Etf | | | USD 38.53 0.44 1.16% |
The Value At Risk lookup presents technical context for Pacer Benchmark Industrial and related instruments. Coverage depends on data availability and normalization;
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Risk vs Return Analysis provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. This includes a position in Pacer Benchmark Industrial across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in median.
Pacer Benchmark Industrial has current Value At Risk of
-1.32. 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)) |
| = | -1.32 | |
| ER[a] | = | Expected return on investing in Pacer Benchmark |
| STD | = | Standard Deviation of Pacer Benchmark |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Pacer Benchmark Value At Risk Peers Comparison
Pacer Value At Risk Relative To Other Indicators
Pacer Benchmark Industrial 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.
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