SPDR Portfolio Value At Risk
| SPTI Etf | | | USD 28.52 -0.18 -0.63% |
The Value At Risk profile for SPDR Portfolio Intermediate is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. The
Equity Screeners framework provides wider technical analysis context. For portfolio construction context, review
World Market Map. Clearer exposure analysis supports long-term portfolio balance. This includes a position in SPDR Portfolio Intermediate. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. This summary reflects available observations without forecasting intent. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in real.
SPDR Portfolio Intermediate has current Value At Risk of
-0.31. 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)) |
| = | -0.31 | |
| 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 Intermediate places
second 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 SPDR Portfolio to Peers
Other Technical Indicators