Innovator SAMPP Value At Risk
| PJUN Etf | | | USD 41.63 -0.22 -0.53% |
This module presents the Value At Risk indicator for Innovator SAMPP 500 using available market inputs. The underlying data comes from exchange-reported trading records.
Your Equity Center provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The allocation includes a position in Innovator SAMPP 500. The position falls within the allocation view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Innovator SAMPP 500 has current Value At Risk of
-0.53. 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)) |
| = | -0.53 | |
| ER[a] | = | Expected return on investing in Innovator SAMPP |
| STD | = | Standard Deviation of Innovator 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
Innovator SAMPP 500 lands at
#5 in value at risk against similar ETFs. It is currently under evaluation in maximum drawdown against 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.
Compare Innovator SAMPP to Peers
Other Technical Indicators