Simplify Volt Value At Risk
| VCAR Etf | | | USD 14.53 0.08 0.55% |
Observed values used to calculate the Value At Risk technical indicator for Simplify Volt RoboCar. Indicator values reflect available price and volume data where applicable.
Simplify Volt RoboCar has current Value At Risk of
-3.74. 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)) |
| = | -3.74 | |
| ER[a] | = | Expected return on investing in Simplify Volt |
| STD | = | Standard Deviation of Simplify Volt |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Simplify Volt Value At Risk Peers Comparison
Simplify Value At Risk Relative To Other Indicators
Simplify Volt RoboCar 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.