Pacer Trendpilot Value At Risk
| PTEU Etf | | | USD 29.76 0.00 0.00% |
This technical indicator view for Value At Risk organizes signals for Pacer Trendpilot European and comparable instruments. Availability can vary by instrument;
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Pacer Trendpilot European has current Value At Risk of
-1.54. 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)) |
| = | -1.54 | |
| ER[a] | = | Expected return on investing in Pacer Trendpilot |
| STD | = | Standard Deviation of Pacer Trendpilot |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Pacer Trendpilot Value At Risk Peers Comparison
Pacer Value At Risk Relative To Other Indicators
Pacer Trendpilot European is rated
below average in value at risk across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
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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