SPDR MSCI Value At Risk
| QEFA Etf | | | USD 92.54 -0.09 -0.1% |
The Value At Risk signal for SPDR MSCI EAFE reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Use
Your Equity Center to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Allocation decisions are shaped by the composition and weighting of holdings. This captures an allocation to SPDR MSCI EAFE. It is represented within the portfolio holdings. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in price.
SPDR MSCI EAFE has current Value At Risk of
-1.60. 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)) |
| = | -1.60 | |
| ER[a] | = | Expected return on investing in SPDR MSCI |
| STD | = | Standard Deviation of SPDR MSCI |
| 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
SPDR MSCI EAFE is rated
third in value at risk compared to similar ETFs. It is currently under evaluation in maximum drawdown 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.
Compare SPDR MSCI to Peers
Other Technical Indicators