Sampp Smallcap Value At Risk
| RYWAX Fund | | | USD 57.93 -0.03 -0.05% |
Sampp Smallcap value at risk lookup summarizes this and related technical indicators for Sampp Smallcap 600. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Sampp Smallcap has P/E of 21.35. Use
Your Equity Center to explore allocation context. This includes a position in Sampp Smallcap 600 within the portfolio mix. 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 nation.
Sampp Smallcap 600 has current Value At Risk of
-1.48. 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)) |
| = | -1.48 | |
| ER[a] | = | Expected return on investing in Sampp Smallcap |
| STD | = | Standard Deviation of Sampp Smallcap |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Sampp Smallcap Value At Risk Peers Comparison
Sampp Value At Risk Relative To Other Indicators
Sampp Smallcap 600 is evaluated as
fourth in Value At Risk 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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