ProShares Trust Value At Risk
| URSP Etf | | | 39.78 -0.99 -2.43% |
This dataset for ProShares Trust reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals.
World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The portfolio structure determines how individual positions contribute to the whole. This summary reflects available observations without forecasting intent. This suggests a position in ProShares Trust. This appears in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
To understand the process of investing in ProShares Etf, visit our
How to Invest in ProShares Trust guide.
ProShares Trust has current Value At Risk of
-2.68. 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)) |
| = | -2.68 | |
| ER[a] | = | Expected return on investing in ProShares Trust |
| STD | = | Standard Deviation of ProShares Trust |
| 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
ProShares Trust is rated
below average for value at risk among related ETFs. It is currently under evaluation for maximum drawdown among related 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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