Columbia Value At Risk
| XCEM Etf | | | USD 41.53 1.52 3.80% |
The Value At Risk signal for Columbia EM Core reflects patterns observed in trading data. Indicator reliability depends on the continuity of available trading data.
Your Current Watchlist provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. This captures an allocation to Columbia EM Core. 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 unemployment.
Columbia EM Core has current Value At Risk of
-2.33. 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)) |
| = | -2.33 | |
| ER[a] | = | Expected return on investing in Columbia |
| STD | = | Standard Deviation of Columbia |
| 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
Columbia EM Core is rated
below average in value at risk against similar ETFs. It is currently under evaluation in maximum drawdown against similar 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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