BMO MSCI Value At Risk
| ZEQ Etf | | | CAD 30.67 0.29 0.95% |
The Value At Risk technical lookup provides context for BMO MSCI Europe and related instruments. Availability can vary by instrument;
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Your Current Watchlist provides context for diversified portfolio design. Clearer exposure analysis supports long-term portfolio balance. The allocation includes a position in BMO MSCI Europe 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 metropolitan statistical area.
BMO MSCI Europe has current Value At Risk of
-1.40. 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)) |
| = | -1.40 | |
| ER[a] | = | Expected return on investing in BMO MSCI |
| STD | = | Standard Deviation of BMO MSCI |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
BMO MSCI Value At Risk Peers Comparison
BMO Value At Risk Relative To Other Indicators
BMO MSCI Europe 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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