SPDR SAMPP Value At Risk
| XHB Etf | | | USD 96.27 -2.45 -2.48% |
The Value At Risk indicator for SPDR SAMPP Homebuilders 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. Review
Your Current Watchlist for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. Allocation structure reflects how positions are distributed across the portfolio. This suggests a position in SPDR SAMPP Homebuilders. This appears in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in rate.
SPDR SAMPP Homebuilders has current Value At Risk of
-2.52. 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)) |
| = | -2.52 | |
| ER[a] | = | Expected return on investing in SPDR SAMPP |
| STD | = | Standard Deviation of SPDR SAMPP |
| 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
SPDR SAMPP Homebuilders is rated
below average in value at risk compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to 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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