VanEck Preferred Value At Risk
| PFXF Etf | | | USD 17.77 -0.05 -0.28% |
The Value At Risk technical lookup provides context for VanEck Preferred Securities and related instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Review
Your Equity Center to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This reflects a position in VanEck Preferred Securities inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in unemployment.
VanEck Preferred Securities has current Value At Risk of
-0.66. 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)) |
| = | -0.66 | |
| ER[a] | = | Expected return on investing in VanEck Preferred |
| STD | = | Standard Deviation of VanEck Preferred |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
VanEck Preferred Value At Risk Peers Comparison
VanEck Value At Risk Relative To Other Indicators
VanEck Preferred Securities ranks
third among etfs in value at risk relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.