Vanguard Small Value At Risk
| VBK Etf | | | USD 305.35 5.75 1.92% |
Observed values used in the Value At Risk indicator for Vanguard Small Cap Growth are included in this dataset. For broader technical screening across instruments, see
Equity Screeners. Vanguard Small has a market cap of 10.02 B, operating margin of 89.13%, current ratio of 1.29. Portfolio-level context is available through
World Market Map. Vanguard Small Cap Growth can be tracked within a custom portfolio for ongoing monitoring. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence Vanguard Small Cap Growth's etf valuation — related indicators include
signals in bureau of labor statistics.
Vanguard Small Cap Growth has current Value At Risk of
-2.34. 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)) |
| = | -2.34 | |
| ER[a] | = | Expected return on investing in Vanguard Small |
| STD | = | Standard Deviation of Vanguard Small |
| 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
Vanguard Small Cap Growth is rated
below average for value at risk within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group .
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 Vanguard Small to Peers
Other Technical Indicators