PIMCO Investment Value At Risk
| CORP ETF | | | USD 97.06 0.30 0.31% |
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. Below is PIMCO Investment's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
PIMCO Investment's Value At Risk of
-0.44 reflects the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for PIMCO Investment under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -0.44 | |
| ER[a] | = | Expected return on investing in PIMCO Investment |
| STD | = | Standard Deviation of PIMCO Investment |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Among sector peers, PIMCO Investment's Value At Risk of -0.4356 is above the -0.62 group average. The range runs from -1.472 (Goldman Sachs Equal) to 0.0 (). PIMCO Investment carries higher tail risk than the peer average at the given confidence level.
Value At Risk Relative To Other Indicators
The chart below plots Value At Risk against Maximum Drawdown for PIMCO Investment and its peers. Each point represents one equity — position along the horizontal axis shows Value At Risk while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare PIMCO Investment to PeersMethodology, Assumptions & Data Sources
PIMCO Investment has a current Value At Risk reading of -0.44. The Value At Risk for PIMCO Investment is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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