Northern Lights Value At Risk
| MDPL Etf | | | 26.78 -0.04 -0.15% |
This technical indicator view for Value At Risk organizes signals for Northern Lights and comparable instruments. Some instruments may have limited coverage due to data differences;
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Correlation Analysis to understand diversified portfolio construction. Additional portfolio transparency improves capital positioning. This suggests a position in Northern Lights across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
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Northern Lights has current Value At Risk of
-1.68. 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)) |
| = | -1.68 | |
| ER[a] | = | Expected return on investing in Northern Lights |
| STD | = | Standard Deviation of Northern Lights |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Northern Lights Value At Risk Peers Comparison
Northern Value At Risk Relative To Other Indicators
Northern Lights is rated
below average. in value at risk as compared to similar ETFs. It maintains a
third in Maximum Drawdown in maximum drawdown as 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.
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