IShares MSCI Value At Risk
| QUAL Etf | | | USD 200.70 2.04 1.03% |
IShares MSCI value at risk lookup summarizes this and related technical indicators for iShares MSCI USA. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Use
Your Equity Center to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in iShares MSCI USA within the portfolio 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 nation.
iShares MSCI USA has current Value At Risk of
-1.18. 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)) |
| = | -1.18 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| STD | = | Standard Deviation of IShares MSCI |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
IShares MSCI Value At Risk Peers Comparison
IShares Value At Risk Relative To Other Indicators
iShares MSCI USA is evaluated as
fourth in Value At Risk 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.
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.