LeaderSharesTM AlphaFactor Value At Risk
| LSAF Etf | | | USD 44.98 -0.41 -0.90% |
Observed values used in the Value At Risk indicator for LeaderSharesTM AlphaFactor Core are included in this dataset. The information is based on observed market data across timeframes. Use
Correlation Analysis to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Tracking LeaderSharesTM AlphaFactor Core in a portfolio helps measure its contribution to overall performance. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence LeaderSharesTM AlphaFactor Core's etf valuation — related indicators include
signals in nation.
LeaderSharesTM AlphaFactor Core has current Value At Risk of
-1.49. 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)) |
| = | -1.49 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
LeaderSharesTM AlphaFactor Core ranks
third among etfs in value at risk relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable 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 LeaderSharesTM AlphaFactor to Peers
Other Technical Indicators