IShares Global Value At Risk
| IXP Etf | | | USD 115.46 -1.75 -1.49% |
This dataset for iShares Global Comm reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. IShares Global has a market cap of 237.28 M. See
Risk vs Return Analysis for additional portfolio context. The allocation summary reflects available position data. Portfolio metrics are derived from available position data. This view summarizes available data without implying outcomes. This suggests a position in iShares Global Comm. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in services.
iShares Global Comm has current Value At Risk of
-1.48. 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)) |
| = | -1.48 | |
| ER[a] | = | Expected return on investing in IShares Global |
| STD | = | Standard Deviation of IShares Global |
| 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 Global Comm is ranked
fourth 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.
Compare IShares Global to Peers
Other Technical Indicators