ETF Series Value At Risk
| WAR Etf | | | 24.84 -1.15 -4.42% |
The Value At Risk indicator for ETF Series Solutions is derived from observed market data. For broader technical screening across instruments, see
Equity Screeners.
Your Current Watchlist frames the approach to diversified portfolio design. Allocation structure reflects how positions are distributed across the portfolio. A position in ETF Series Solutions is part of the allocation. How positions are weighted depends on the construction approach used. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in nation.
ETF Series Solutions has current Value At Risk of
-2.81. 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)) |
| = | -2.81 | |
| ER[a] | = | Expected return on investing in ETF Series |
| STD | = | Standard Deviation of ETF Series |
| 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
ETF Series Solutions 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.
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