VanEck Semiconductor Value At Risk
| SMH Etf | | | USD 394.92 1.25 0.32% |
Observed values used in the Value At Risk indicator for VanEck Semiconductor ETF are included in this dataset. The underlying data comes from exchange-reported trading records. VanEck Semiconductor has a market cap of 2.51 B.
World Market Map adds portfolio-level perspective. The view frames allocation within the broader portfolio. Composition figures are derived from reported holdings. A position in VanEck Semiconductor ETF is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. The information is analytical in nature and is not intended as a specific recommendation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
VanEck Semiconductor ETF has current Value At Risk of
-3.61. 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)) |
| = | -3.61 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
VanEck Semiconductor ETF is rated
below average for value at risk across ETF peers. It is currently under evaluation for maximum drawdown across 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.
Compare VanEck Semiconductor to Peers
Other Technical Indicators