SPDR Portfolio Value At Risk
| SPHY Etf | | | USD 23.21 0.01 0.04% |
This dataset for SPDR Portfolio High reflects inputs used in the Value At Risk calculation. This dataset is part of a broader indicator framework including
Equity Screeners. Diversification context is available through
World Market Map. Allocation context can improve visibility into portfolio balance. Monitoring SPDR Portfolio High within a portfolio highlights how it interacts with other holdings. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence SPDR Portfolio High's etf valuation — related indicators include
signals in rate.
SPDR Portfolio High has current Value At Risk of
-0.47. 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)) |
| = | -0.47 | |
| ER[a] | = | Expected return on investing in SPDR Portfolio |
| STD | = | Standard Deviation of SPDR Portfolio |
| 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
SPDR Portfolio High is rated
fifth 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 SPDR Portfolio to Peers
Other Technical Indicators