SPDR Portfolio Value At Risk
| SPYD Etf | | | USD 45.29 -0.08 -0.18% |
The Value At Risk indicator for SPDR Portfolio SAMPP is derived from observed market data. The dataset is based on observed market activity where data is available. Some instruments may report limited inputs depending on trading history. Use
World Market Map to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The overall portfolio profile is shaped by the distribution of its holdings. All content is derived from available inputs and carries no advisory implication. The portfolio reflects a holding in SPDR Portfolio SAMPP. The position falls within the allocation 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 private.
SPDR Portfolio SAMPP has current Value At Risk of
-0.94. 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)) |
| = | -0.94 | |
| 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 SAMPP leads all etfs 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 SPDR Portfolio to Peers
Other Technical Indicators