T ROWE Value At Risk
| TPLGX Fund | | | USD 63.09 -1.17 -1.82% |
This dataset for T Rowe Price reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. Review
World Market Map for context on portfolio diversification. The diversification view provides additional analytical depth. The holding in T Rowe Price represents an allocation. This is situated within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in census.
T Rowe Price has current Value At Risk of
-1.92. 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)) |
| = | -1.92 | |
| 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 among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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.
Compare T ROWE to Peers
Other Technical Indicators