ProShares SAMPP Value At Risk
| SPXN Etf | | | USD 72.20 0.00 0.00% |
The Value At Risk signal for ProShares SAMPP 500 reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals.
World Market Map provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Portfolio balance depends on how holdings are weighted relative to each other. The portfolio reflects a holding in ProShares SAMPP 500. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in services.
ProShares SAMPP 500 has current Value At Risk of
-1.43. 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)) |
| = | -1.43 | |
| ER[a] | = | Expected return on investing in ProShares SAMPP |
| STD | = | Standard Deviation of ProShares 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
ProShares SAMPP 500 is rated
below average in value at risk against similar ETFs. It is currently under evaluation in maximum drawdown against 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 ProShares SAMPP to Peers
Other Technical Indicators