RED OAK Value At Risk
| ROGSX Fund | | | USD 51.66 0.13 0.25% |
The Value At Risk indicator for RED OAK is constructed from normalized market data. Values reflect historical observations within the available dataset. The depth of trading history affects the precision of the indicator. The
Equity Screeners module supports multi-indicator technical analysis.
Your Equity Center frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. A position in Red Oak Technology is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. This content does not constitute investment advice or a recommendation. 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 population.
Red Oak Technology has current Value At Risk of
-2.37. 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)) |
| = | -2.37 | |
| ER[a] | = | Expected return on investing in RED OAK |
| STD | = | Standard Deviation of RED OAK |
| 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
Red Oak Technology 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.
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Other Technical Indicators