Vanguard Health Value At Risk
| VHT Etf | | | USD 269.03 -2.87 -1.06% |
The Value At Risk indicator for Vanguard Health is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. Related indicator context is organized within
Equity Screeners. Vanguard Health has a market cap of 13.45 B. Use
World Market Map to explore allocation context. The allocation summary reflects available position data. A position in Vanguard Health Care is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. All values are presented as reference data. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in rate.
Vanguard Health Care has current Value At Risk of
-1.48. 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)) |
| = | -1.48 | |
| ER[a] | = | Expected return on investing in Vanguard Health |
| STD | = | Standard Deviation of Vanguard Health |
| 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 Health Care maintains a
fifth standing 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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