Keeley Mid Value At Risk
| KMDVX Fund | | | USD 30.70 -0.64 -2.04% |
The Value At Risk indicator for Keeley Mid Cap is derived from observed market data. For broader technical screening across instruments, see
Equity Screeners.
Correlation Analysis frames the approach to diversified portfolio design. Allocation structure reflects how positions are distributed across the portfolio. This suggests a position in Keeley Mid Cap. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
Keeley Mid Cap has current Value At Risk of
-1.59. 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)) |
| = | -1.59 | |
| ER[a] | = | Expected return on investing in Keeley Mid |
| STD | = | Standard Deviation of Keeley Mid |
| 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
Keeley Mid Cap is rated
fifth 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.
Compare Keeley Mid to Peers
Other Technical Indicators