SPDR SAMPP Value At Risk
| SLYV Etf | | | USD 92.86 -0.12 -0.13% |
SPDR SAMPP value at risk lookup summarizes this and related technical indicators for SPDR SAMPP 600. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. SPDR SAMPP has a market cap of 2.77 B. Use
World Market Map to explore allocation context. This includes a position in SPDR SAMPP 600 within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in small area income & poverty estimates.
SPDR SAMPP 600 has current Value At Risk of
-1.81. 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)) |
| = | -1.81 | |
| ER[a] | = | Expected return on investing in SPDR SAMPP |
| STD | = | Standard Deviation of SPDR SAMPP |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
SPDR SAMPP Value At Risk Peers Comparison
SPDR Value At Risk Relative To Other Indicators
SPDR SAMPP 600 is rated
below average for value at risk relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
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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