MFS INTERNATIONAL Value At Risk
| MDIJX Fund | | | USD 27.41 0.31 1.14% |
Observed values used in the Value At Risk indicator for Mfs International Diversification are included in this dataset. The underlying data comes from exchange-reported trading records. Diversification context is available through
Correlation Analysis. Diversification context is built from the relationships between portfolio holdings. Portfolio tools allow users to monitor Mfs International Diversification alongside other positions. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Mfs International Diversification's mutual fund valuation — related indicators include
signals in bureau of economic analysis.
Mfs International Diversification has current Value At Risk of
-1.57. 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)) |
| = | -1.57 | |
| ER[a] | = | Expected return on investing in MFS INTERNATIONAL |
| STD | = | Standard Deviation of MFS INTERNATIONAL |
| 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
Mfs International Diversification 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.
Compare MFS INTERNATIONAL to Peers
Other Technical Indicators