KraneShares CSI Value At Risk
| KWEB Etf | | | USD 28.23 -0.86 -2.96% |
This dataset for KraneShares CSI China reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. This dataset is part of a broader indicator framework including
Equity Screeners.
Correlation Analysis provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. This captures an allocation to KraneShares CSI China. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in unemployment.
KraneShares CSI China has current Value At Risk of
-2.91. 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)) |
| = | -2.91 | |
| ER[a] | = | Expected return on investing in KraneShares CSI |
| STD | = | Standard Deviation of KraneShares CSI |
| 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
KraneShares CSI China is rated
below average in value at risk compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
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 KraneShares CSI to Peers
Other Technical Indicators