MuniVest Fund Value At Risk
| MVF Fund | | | USD 7.07 0.00 0.00% |
This dataset for Munivest Fund reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. MuniVest Fund has a market cap of 499.24 M, operating margin of 84.98%, ROE of 59.0%. Portfolio-level context is available through
Correlation Analysis. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
Munivest Fund has current Value At Risk of
-0.59. 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)) |
| = | -0.59 | |
| ER[a] | = | Expected return on investing in MuniVest Fund |
| STD | = | Standard Deviation of MuniVest Fund |
| 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
Munivest Fund holds the top spot in value at risk across peer funds. It is currently under evaluation in maximum drawdown across peer 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.
Other Technical Indicators