Invesco FTSE Value At Risk
| PDN Etf | | | USD 44.55 -0.20 -0.45% |
Invesco FTSE value at risk lookup summarizes this and related technical indicators for Invesco FTSE RAFI. Some instruments may have limited coverage due to data differences;
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Invesco FTSE RAFI has current Value At Risk of
-1.41. 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)) |
| = | -1.41 | |
| ER[a] | = | Expected return on investing in Invesco FTSE |
| STD | = | Standard Deviation of Invesco FTSE |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Invesco FTSE Value At Risk Peers Comparison
Invesco Value At Risk Relative To Other Indicators
Invesco FTSE RAFI is rated
below average. in value at risk as compared to similar ETFs. It is currently under evaluation. 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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