System1 Value At Risk
| SST Etf | | | USD 1.55 0.04 2.65% |
Historical market data for System1 forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. System1 has a market cap of 15.1 M, operating margin of -33.59%, ROE of -1.59%. Portfolio-level context is available through
World Market Map. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. The holding in System1 represents an allocation. This is situated within the portfolio mix. 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.
To understand the process of investing in System1 Etf, visit our
How to Invest in System1 guide.
System1 has current Value At Risk of
-9.26. 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)) |
| = | -9.26 | |
| ER[a] | = | Expected return on investing in System1 |
| STD | = | Standard Deviation of System1 |
| 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
System1 is rated
below average in value at risk across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
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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