REAL ESTATE Value At Risk
| REPSX Fund | | | USD 38.01 -0.12 -0.31% |
Observed values used in the Value At Risk indicator for Real Estate Ultrasector are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. Use
Your Equity Center to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. The construction of a diversified portfolio involves managing position exposure. The portfolio reflects a holding in Real Estate Ultrasector. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. All content is derived from available inputs and carries no advisory implication. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in real.
Real Estate Ultrasector has current Value At Risk of
-2.00. 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)) |
| = | -2.00 | |
| ER[a] | = | Expected return on investing in REAL ESTATE |
| STD | = | Standard Deviation of REAL ESTATE |
| 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
Real Estate Ultrasector is rated
below average in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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 REAL ESTATE to Peers
Other Technical Indicators