IShares Consumer Value At Risk
| IYC Etf | | | USD 97.35 1.84 1.93% |
The Value At Risk indicator for IShares Consumer is constructed from normalized market data. The depth of trading history affects the precision of the indicator. IShares Consumer has a market cap of 284.67 M, operating margin of 61.82%, current ratio of 1.05. Use
Risk vs Return Analysis to explore allocation context. Tracking iShares Consumer Discretionary in a portfolio provides context for performance attribution. This information is provided for contextual purposes. Broader economic conditions can influence iShares Consumer Discretionary's etf valuation — related indicators include
signals in small area income & poverty estimates.
iShares Consumer Discretionary has current Value At Risk of
-1.89. 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)) |
| = | -1.89 | |
| ER[a] | = | Expected return on investing in IShares Consumer |
| STD | = | Standard Deviation of IShares Consumer |
| 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 Consumer Discretionary is rated
below average for value at risk among peer ETFs. It is currently under evaluation for maximum drawdown among peer 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 Consumer to Peers
Other Technical Indicators