T Rowe Value At Risk
| TGRT Etf | | | 39.69 -0.48 -1.19% |
Historical market data for T Rowe Price forms the basis of the Value At Risk indicator shown here. Related indicator context is organized within
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T Rowe Price has current Value At Risk of
-2.04. 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)) |
| = | -2.04 | |
| ER[a] | = | Expected return on investing in T Rowe |
| STD | = | Standard Deviation of T Rowe |
| 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
T Rowe Price 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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