SPDR Barclays Value At Risk
| SPTL Etf | | | USD 26.07 0.07 0.27% |
The Value At Risk indicator for SPDR Barclays is constructed from normalized market data. Related indicator context is organized within
Equity Screeners.
World Market Map provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. This suggests a position in SPDR Barclays Long. This appears in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
SPDR Barclays Long has current Value At Risk of
-0.95. 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)) |
| = | -0.95 | |
| ER[a] | = | Expected return on investing in SPDR Barclays |
| STD | = | Standard Deviation of SPDR Barclays |
| 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 Barclays Long is rated
below average for value at risk within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group .
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 Barclays to Peers
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