IShares Russell Value At Risk
| IWY Etf | | | USD 257.74 -1.26 -0.49% |
Observed values used to calculate the Value At Risk technical indicator for iShares Russell Top. Additional screening context is available through
Equity Screeners.
iShares Russell Top has current Value At Risk of
-1.77. 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)) |
| = | -1.77 | |
| 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 Top is rated
below average in value at risk compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to 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.
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