SPDR SAMPP Value At Risk
| UEDV Etf | | | 18.39 0.00 0.00% |
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SPDR SAMPP Dividend has current Value At Risk of
-0.49. 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)) |
| = | -0.49 | |
| ER[a] | = | Expected return on investing in SPDR SAMPP |
| STD | = | Standard Deviation of SPDR SAMPP |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
SPDR SAMPP Value At Risk Peers Comparison
SPDR Value At Risk Relative To Other Indicators
SPDR SAMPP Dividend earns the top ranking 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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