JAMES MICRO Value At Risk
| JMCRX Fund | | | USD 23.62 0.16 0.68% |
The Value At Risk calculation for JAMES MICRO draws on price and volume history. The depth of trading history affects the precision of the indicator. Use
Risk vs Return Analysis to explore diversified allocation structure. This view summarizes available data without implying outcomes. James Micro Cap can be added to a watchlist or portfolio for position tracking. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence James Micro Cap's mutual fund valuation — related indicators include
signals in real.
James Micro Cap has current Value At Risk of
-1.90. 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)) |
| = | -1.90 | |
| ER[a] | = | Expected return on investing in JAMES MICRO |
| STD | = | Standard Deviation of JAMES MICRO |
| 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
James Micro Cap is rated
below average in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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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