IShares Utilities Value At Risk
| IDU ETF | | | USD 113.77 0.93 0.82% |
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 Utilities's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
The Value At Risk of
-1.44 for IShares Utilities indicates the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for IShares Utilities under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.44 | |
| ER[a] | = | Expected return on investing in IShares Utilities |
| STD | = | Standard Deviation of IShares Utilities |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
IShares Utilities's Value At Risk of -1.4364 falls above the -1.94 peer average. Values range from -3.014 (iShares MSCI Emerging) to 0.0 (), with tight clustering across the group. IShares Utilities 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 IShares Utilities 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 Utilities to PeersMethodology, Assumptions & Data Sources
IShares Utilities has a current Value At Risk reading of -1.44. The Value At Risk for IShares Utilities is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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