AIM ETF Value At Risk
| JANW Etf | | | USD 36.50 -0.07 -0.19% |
This dataset for AIM ETF Products reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Review
Risk vs Return Analysis for context on portfolio diversification. Portfolio construction reflects how positions are combined across holdings. Including AIM ETF Products in a portfolio enables allocation and risk analysis. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence AIM ETF Products's etf valuation — related indicators include
signals in inflation.
AIM ETF Products has current Value At Risk of
-0.66. 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)) |
| = | -0.66 | |
| ER[a] | = | Expected return on investing in AIM ETF |
| STD | = | Standard Deviation of AIM ETF |
| 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
AIM ETF Products is rated
below average 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 AIM ETF to Peers
Other Technical Indicators