Schwab Broad Value At Risk
| SCHB Etf | | | USD 25.43 -0.06 -0.24% |
Historical market data for Schwab Broad Market forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods.
World Market Map provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. All content is derived from available inputs and carries no advisory implication. The allocation includes a position in Schwab Broad Market. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in rate.
Schwab Broad Market has current Value At Risk of
-1.45. 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)) |
| = | -1.45 | |
| ER[a] | = | Expected return on investing in Schwab Broad |
| STD | = | Standard Deviation of Schwab Broad |
| 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
Schwab Broad Market is rated
fourth in value at risk compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar 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.
Compare Schwab Broad to Peers
Other Technical Indicators