IShares Russell Value At Risk
| IWP Etf | | | USD 132.97 1.60 1.22% |
Observed values used to calculate the Value At Risk technical indicator for iShares Russell Mid Cap. Indicator inputs depend on available historical price observations.
iShares Russell Mid Cap has current Value At Risk of
-2.25. 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)) |
| = | -2.25 | |
| 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 |
IShares Russell Value At Risk Peers Comparison
IShares Value At Risk Relative To Other Indicators
iShares Russell Mid Cap is rated
below average for value at risk among related ETFs. It is currently under evaluation for maximum drawdown among related 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.
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