IShares Russell Value At Risk
| IWMW Etf | | | 36.58 -0.56 -1.51% |
The Value At Risk reading for iShares Russell 2000 is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. Diversification context is available through
Risk vs Return Analysis. Allocation context can improve visibility into portfolio balance. A position in iShares Russell 2000 is indicated here. 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 board of governors.
iShares Russell 2000 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 | |
| ER[a] | = | Expected return on investing in IShares Russell |
| STD | = | Standard Deviation of IShares Russell |
| 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 Russell 2000 falls in the
fifth position for value at risk relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
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 Russell to Peers
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