PRUDENTIAL SELECT Value At Risk
| SREZX Fund | | | USD 14.06 -0.04 -0.28% |
The Value At Risk signal for Prudential Select Real reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. For portfolio construction context, review
World Market Map. The construction of a diversified portfolio involves managing position exposure. Tracking Prudential Select Real in a portfolio helps measure its contribution to overall performance. This view summarizes available data without implying outcomes. Broader economic conditions can influence Prudential Select Real's mutual fund valuation — related indicators include
signals in nation.
Prudential Select Real has current Value At Risk of
-1.31. 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)) |
| = | -1.31 | |
| ER[a] | = | Expected return on investing in PRUDENTIAL SELECT |
| STD | = | Standard Deviation of PRUDENTIAL SELECT |
| 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
Prudential Select Real is rated
fourth in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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.
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