ProShares Short Value At Risk
| SEF Etf | | | USD 34.24 -0.01 -0.03% |
The Value At Risk profile for ProShares Short Financials is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. Portfolio design and allocation context appear in
World Market Map. Portfolio-level transparency adds depth to allocation analysis. Portfolio tools allow users to monitor ProShares Short Financials alongside other positions. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence ProShares Short Financials's etf valuation — related indicators include
signals in median.
ProShares Short Financials has current Value At Risk of
-1.23. 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)) |
| = | -1.23 | |
| ER[a] | = | Expected return on investing in ProShares Short |
| STD | = | Standard Deviation of ProShares Short |
| 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
ProShares Short Financials holds the top spot in value at risk relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable 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 ProShares Short to Peers
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