Innovator Value At Risk
| UNOV Etf | | | USD 38.09 0.21 0.55% |
This technical indicator view for Value At Risk organizes signals for Innovator SP 500 and comparable instruments. Data availability can vary by region and feed;
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Innovator SP 500 has current Value At Risk of
-0.60. 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)) |
| = | -0.60 | |
| ER[a] | = | Expected return on investing in Innovator |
| STD | = | Standard Deviation of Innovator |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Innovator Value At Risk Peers Comparison
Innovator Value At Risk Relative To Other Indicators
Innovator SP 500 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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