VALUE LINE Value At Risk
| VLAAX Fund | | | USD 33.16 -0.26 -0.78% |
This module presents the Value At Risk indicator for Value Line Asset using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings. The
Equity Screeners framework provides wider technical analysis context.
World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The overall portfolio profile is shaped by the distribution of its holdings. All figures are based on reported data and are informational in nature. A position in Value Line Asset appears within the mix. The position is captured in the allocation summary. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in nation.
For information on how to trade VALUE Mutual Fund refer to our
How to Trade VALUE Mutual Fund guide.
Value Line Asset has current Value At Risk of
-1.15. 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)) |
| = | -1.15 | |
| ER[a] | = | Expected return on investing in VALUE LINE |
| STD | = | Standard Deviation of VALUE LINE |
| 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
Value Line Asset is rated
third in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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 VALUE LINE to Peers
Other Technical Indicators