DBX ETF Value At Risk
| MIDE Etf | | | USD 33.41 0.09 0.27% |
The Value At Risk indicator for DBX ETF Trust is derived from observed market data. The dataset is based on observed market activity where data is available. Some instruments may report limited inputs depending on trading history. Broader indicator relationships are reflected within
Equity Screeners. Review
Correlation Analysis for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. Allocation structure reflects how positions are distributed across the portfolio. The dataset reflects available inputs without directional implication. This captures an allocation to DBX ETF Trust. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
DBX ETF Trust has current Value At Risk of
-1.89. 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)) |
| = | -1.89 | |
| ER[a] | = | Expected return on investing in DBX ETF |
| STD | = | Standard Deviation of DBX ETF |
| 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
DBX ETF Trust is rated
below average for value at risk among peer ETFs. It is currently under evaluation for maximum drawdown among peer 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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