Simplify Equity Value At Risk
| SPYC Etf | | | USD 39.70 -0.51 -1.27% |
The Value At Risk calculation for Simplify Equity draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Review
World Market Map for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. A position in Simplify Equity PLUS is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in private.
Simplify Equity PLUS has current Value At Risk of
-1.44. 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)) |
| = | -1.44 | |
| ER[a] | = | Expected return on investing in Simplify Equity |
| STD | = | Standard Deviation of Simplify Equity |
| 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
Simplify Equity PLUS is rated
below average for value at risk among peer ETFs. It is currently under evaluation for maximum drawdown among peer 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 Simplify Equity to Peers
Other Technical Indicators