IShares MSCI Value At Risk
| EUFN ETF | | | USD 37.12 0.01 0.03% |
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 IShares MSCI's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The current Value At Risk of
-2.78 places IShares MSCI at the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that IShares MSCI could lose more than
-2.78 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.78 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| STD | = | Standard Deviation of IShares MSCI |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
The peer group averages -1.77 for Value At Risk, with IShares MSCI at -2.7807 falling below that level. Readings span -2.2367 (Fidelity Covington Trust) to 0.0 (). IShares MSCI carries lower 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 IShares MSCI 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 IShares MSCI to PeersMethodology, Assumptions & Data Sources
IShares MSCI has a current Value At Risk reading of -2.78. The Value At Risk for IShares MSCI is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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