| GMOZX Fund | | | 17.97 0.02 0.11% |
Gmo High value-at-risk technical analysis lookup allows you to check this and other technical indicators for Gmo High Yield or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
Equity Screeners to view more equity screening tools
Gmo High Yield has current Value At Risk of
(0.33). 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)) |
| = | (0.33) | |
| ER[a] | = | Expected return on investing in Gmo High |
| STD | = | Standard Deviation of Gmo High |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Gmo High Value At Risk Peers Comparison
Gmo Value At Risk Relative To Other Indicators
Gmo High Yield is rated
below average in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.