EA Series Value At Risk
| STXM Etf | | | 29.43 0.29 1.00% |
Reference data associated with the Value At Risk technical indicator for EA Series Trust. Coverage may vary depending on data feeds and normalization methods.
EA Series Trust has current Value At Risk of
-1.90. 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)) |
| = | -1.90 | |
| ER[a] | = | Expected return on investing in EA Series |
| STD | = | Standard Deviation of EA Series |
| 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
EA Series Trust is rated
below average in value at risk against similar ETFs. It is currently under evaluation in maximum drawdown against 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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