Amundi SAMPP Value At Risk
| MWOQ Etf | | | 12.52 0.07 0.56% |
This module presents the Value At Risk indicator for Amundi SAMPP 500 using available market inputs. The underlying data comes from exchange-reported trading records.
Correlation Analysis frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. Broader economic conditions can influence Amundi SAMPP 500's etf valuation — related indicators include
signals in inflation.
Amundi SAMPP 500 has current Value At Risk of
-1.35. 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)) |
| = | -1.35 | |
| ER[a] | = | Expected return on investing in Amundi SAMPP |
| STD | = | Standard Deviation of Amundi SAMPP |
| 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
Amundi SAMPP 500 holds the
#2 position 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.
Compare Amundi SAMPP to Peers
Other Technical Indicators