Hoya Capital Value At Risk
| RIET Etf | | | USD 8.98 0.10 1.13% |
The Value At Risk signal for Hoya Capital High reflects patterns observed in trading data. The
Equity Screeners module supports multi-indicator technical analysis.
Your Equity Center frames the approach to diversified portfolio design. Allocation structure reflects how positions are distributed across the portfolio. Hoya Capital High can be tracked within a custom portfolio for ongoing monitoring. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Hoya Capital High's etf valuation — related indicators include
signals in median.
Hoya Capital High has current Value At Risk of
-1.16. 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)) |
| = | -1.16 | |
| ER[a] | = | Expected return on investing in Hoya Capital |
| STD | = | Standard Deviation of Hoya Capital |
| 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
Hoya Capital High maintains a
third standing 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.
Compare Hoya Capital to Peers
Other Technical Indicators