IShares MSCI Value At Risk
| WFNS Etf | | | 7.17 -0.02 -0.28% |
The Value At Risk indicator for iShares MSCI World is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings. Use
Your Current Watchlist to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. The allocation shows a weighting toward iShares MSCI World. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. This content does not constitute investment advice or a recommendation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
iShares MSCI World has current Value At Risk of
-1.65. 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)) |
| = | -1.65 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| STD | = | Standard Deviation of IShares MSCI |
| 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
iShares MSCI World is rated
below average 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.
Compare IShares MSCI to Peers
Other Technical Indicators