Invesco SAMPP Value At Risk
| SPHB Etf | | | USD 115.62 -3.24 -2.73% |
Observed values used in the Value At Risk indicator for Invesco SAMPP 500 are included in this dataset. For broader technical screening across instruments, see
Equity Screeners. For portfolio construction context, review
World Market Map. Diversification context helps frame allocation across holdings. This captures an allocation to Invesco SAMPP 500. This is part of the broader portfolio composition. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in rate.
Invesco SAMPP 500 has current Value At Risk of
-2.73. 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)) |
| = | -2.73 | |
| ER[a] | = | Expected return on investing in Invesco SAMPP |
| STD | = | Standard Deviation of Invesco SAMPP |
| 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
Invesco SAMPP 500 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 Invesco SAMPP to Peers
Other Technical Indicators