Brompton Tech Value At Risk
| TLF Etf | | | CAD 26.02 -0.52 -1.96% |
Brompton Tech value at risk lookup summarizes this and related technical indicators for Brompton Tech Leaders. Coverage depends on data availability and normalization;
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Brompton Tech Leaders has current Value At Risk of
-2.79. 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)) |
| = | -2.79 | |
| ER[a] | = | Expected return on investing in Brompton Tech |
| STD | = | Standard Deviation of Brompton Tech |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Brompton Tech Value At Risk Peers Comparison
Brompton Value At Risk Relative To Other Indicators
Brompton Tech Leaders 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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