BlackRock Value At Risk
| MASKX Fund | | | USD 27.16 0.18 0.67% |
Reference data associated with the Value At Risk technical indicator for BlackRock Sm Cap. Indicator inputs depend on available historical price observations.
BlackRock Sm Cap has current Value At Risk of
-1.94. 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)) |
| = | -1.94 | |
| ER[a] | = | Expected return on investing in BlackRock |
| STD | = | Standard Deviation of BlackRock |
| 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
BlackRock Sm Cap is rated
below average 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.
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