SPDR Portfolio Value At Risk
| SPIP Etf | | | USD 25.89 -0.31 -1.18% |
The Value At Risk reading for SPDR Portfolio TIPS is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values. Broader indicator relationships are reflected within
Equity Screeners. Review
World Market Map to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. Diversified allocation aims to distribute exposure across multiple positions. No forward-looking guarantees are expressed or implied by this data. The allocation includes a position in SPDR Portfolio TIPS. It is distributed across the allocation. The weighting is determined by the allocation framework in use. The data shown is informational and should not be interpreted as guidance. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
SPDR Portfolio TIPS has current Value At Risk of
-0.27. 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)) |
| = | -0.27 | |
| 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 TIPS is ranked
third for value at risk among related ETFs. It is currently under evaluation for maximum drawdown among related 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.
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Other Technical Indicators