IShares Morningstar Value At Risk
| JKL Etf | | | USD 67.23 -1.13 -1.65% |
The Value At Risk profile for iShares Morningstar Small Cap is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. The
Equity Screeners framework provides wider technical analysis context. IShares Morningstar has a market cap of 578.63 M. Review
Risk vs Return Analysis for a broader allocation view. Portfolio composition is shown for contextual purposes. The allocation view reflects recorded position information. All values are presented as reference data. This reflects a position in iShares Morningstar Small Cap. This is situated within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in industry.
iShares Morningstar Small Cap has current Value At Risk of
-1.65. 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)) |
| = | -1.65 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
iShares Morningstar Small Cap is rated
below average for value at risk within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group .
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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