Rayliant Quantamental Value At Risk
| RAYEDelisted Etf | | | USD 30.42 -0.88 -2.81% |
The Value At Risk indicator for Rayliant Quantamental is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. Related indicator context is organized within
Equity Screeners. Review
Your Equity Center to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. Diversified allocation aims to distribute exposure across multiple positions. A position in Rayliant Quantamental Emerging appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. All figures are presented for informational review and are not prescriptive. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in private.
Rayliant Quantamental Emerging has current Value At Risk of
-5.38. 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)) |
| = | -5.38 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Rayliant Quantamental Emerging is rated
below average for value at risk among peer ETFs. It is currently under evaluation for maximum drawdown among peer 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.
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