Vident Core Value At Risk
| VUSE Etf | | | USD 63.19 -0.39 -0.61% |
The Value At Risk calculation for Vident Core draws on price and volume history. Additional screening context is available through
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World Market Map to explore diversified allocation structure. Understanding allocation structure supports portfolio context. Portfolio tools allow users to monitor Vident Core Equity alongside other positions. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence Vident Core Equity's etf valuation — related indicators include
signals in main economic indicators.
Vident Core Equity has current Value At Risk of
-1.59. 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)) |
| = | -1.59 | |
| ER[a] | = | Expected return on investing in Vident Core |
| STD | = | Standard Deviation of Vident Core |
| 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
Vident Core Equity is rated
below average for value at risk among peer ETFs. It is currently under evaluation for maximum drawdown among peer 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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