MASSACHUSETTS INVESTORS Value At Risk
| MIGHX Fund | | | USD 36.96 -0.49 -1.31% |
Technical inputs supporting the Value At Risk indicator for Massachusetts Investors Growth are shown here. The information is based on observed market data across timeframes.
Correlation Analysis provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The overall portfolio profile is shaped by the distribution of its holdings. This reflects a position in Massachusetts Investors Growth. It is distributed across the allocation. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in rate.
Massachusetts Investors Growth has current Value At Risk of
-1.73. 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)) |
| = | -1.73 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Massachusetts Investors Growth 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 MASSACHUSETTS INVESTORS to Peers
Other Technical Indicators