Yieldmax XOM Value At Risk
| XOMO Etf | | | 13.30 0.05 0.38% |
Observed values used in the Value At Risk indicator for Yieldmax XOM Option are included in this dataset. The information is based on observed market data across timeframes. Review
Your Current Watchlist to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This reflects a position in Yieldmax XOM Option. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in state.
Yieldmax XOM Option has current Value At Risk of
-1.80. 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)) |
| = | -1.80 | |
| ER[a] | = | Expected return on investing in Yieldmax XOM |
| STD | = | Standard Deviation of Yieldmax XOM |
| 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
Yieldmax XOM Option 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.
Compare Yieldmax XOM to Peers
Other Technical Indicators