Janus Henderson Value At Risk
| JSML Etf | | | USD 70.62 0.12 0.17% |
The Value At Risk calculation for Janus Henderson draws on price and volume history. Each data point is derived from standardized price and volume feeds. Use
Risk vs Return Analysis to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. This information is provided for contextual purposes. The allocation shows a weighting toward Janus Henderson Small. The position is captured in the allocation summary. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
Janus Henderson Small has current Value At Risk of
-2.31. 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)) |
| = | -2.31 | |
| ER[a] | = | Expected return on investing in Janus Henderson |
| STD | = | Standard Deviation of Janus Henderson |
| 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
Janus Henderson Small 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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