Vanguard SAMPP Value At Risk
| IVOG ETF | | | USD 139.21 0.15 0.11% |
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 Vanguard SAMPP's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
A Value At Risk of
-2.10 for Vanguard SAMPP signals the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Vanguard SAMPP could lose more than
-2.10 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.10 | |
| ER[a] | = | Expected return on investing in Vanguard SAMPP |
| STD | = | Standard Deviation of Vanguard SAMPP |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Vanguard SAMPP falls below the -1.74 peer average for Value At Risk. leads at 0.0 while First Trust Technology registers the lowest at -2.4652. Vanguard SAMPP 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 Vanguard SAMPP 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 Vanguard SAMPP to PeersMethodology, Assumptions & Data Sources
Vanguard SAMPP's Value At Risk currently stands at -2.10. Value At Risk for Vanguard SAMPP is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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