SanJac Alpha Value At Risk
| SJLD Etf | | | 25.14 0.07 0.28% |
The Value At Risk reading for SanJac Alpha Low is computed from historical trading observations. Values reflect historical observations within the available dataset.
World Market Map provides context for diversified portfolio construction. The overall portfolio profile is shaped by the distribution of its holdings. SanJac Alpha Low can be evaluated within a portfolio framework for weight and risk impact. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence SanJac Alpha Low's etf valuation — related indicators include
signals in board of governors.
SanJac Alpha Low has current Value At Risk of
-0.16. 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)) |
| = | -0.16 | |
| ER[a] | = | Expected return on investing in SanJac Alpha |
| STD | = | Standard Deviation of SanJac Alpha |
| 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
SanJac Alpha Low holds the
#2 position for value at risk among peer ETFs. It is currently under evaluation for maximum drawdown among peer 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 SanJac Alpha to Peers
Other Technical Indicators