Schwab International Value At Risk
| SCHY ETF | | | USD 30.90 -0.28 -0.90% |
Observed values used in the Value At Risk indicator for Schwab International Dividend are included in this dataset. Market data gaps can influence the computed indicator values.
World Market Map provides a view into diversified allocation design. The information is presented without directional commentary. Schwab International Dividend can be included in a portfolio to evaluate diversification impact. All values are based on available data and provided as reference information. Broader economic conditions can influence Schwab International Dividend's ETF valuation — related indicators include
signals in rate.
Schwab International Dividend has current Value At Risk of
-2.06. 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)) |
| = | -2.06 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Schwab International Dividend is rated
below average 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 International to Peers
Other Technical Indicators