Hamilton Healthcare Value At Risk
| LMAX Etf | | | 13.47 -0.05 -0.37% |
The Value At Risk reading for Hamilton Healthcare YIELD is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values. Portfolio design and allocation context appear in
Correlation Analysis. Portfolio-level transparency adds depth to allocation analysis. Position sizing and allocation together define the portfolio construction approach. The dataset reflects available inputs without directional implication. A position in Hamilton Healthcare YIELD appears within the mix. The allocation reflects this within the position set. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Hamilton Healthcare YIELD has current Value At Risk of
-1.41. 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)) |
| = | -1.41 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Hamilton Healthcare YIELD is rated
below average in value at risk against similar ETFs. It is currently under evaluation in maximum drawdown against 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 Hamilton Healthcare to Peers
Other Technical Indicators