SPDR MSCI Value At Risk
| STQX Etf | | | CHF 380.60 -12.95 -3.29% |
The Value At Risk lookup presents technical context for SPDR MSCI Europe and related instruments. Availability can vary by instrument;
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World Market Map provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The allocation includes a position in SPDR MSCI Europe 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
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SPDR MSCI Europe has current Value At Risk of
-1.72. 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)) |
| = | -1.72 | |
| ER[a] | = | Expected return on investing in SPDR MSCI |
| STD | = | Standard Deviation of SPDR MSCI |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
SPDR MSCI Value At Risk Peers Comparison
SPDR Value At Risk Relative To Other Indicators
SPDR MSCI Europe is rated
below average. in value at risk as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to 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.
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