John Hancock Value At Risk
| JHML ETF | | | USD 86.93 1.12 1.31% |
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 John Hancock's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
A Value At Risk of
-1.48 for John Hancock signals the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for John Hancock under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.48 | |
| ER[a] | = | Expected return on investing in John Hancock |
| STD | = | Standard Deviation of John Hancock |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
John Hancock falls above the -1.58 peer average for Value At Risk. leads at 0.0 while VanEck Oil Services registers the lowest at -2.4886. John Hancock 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 John Hancock 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 John Hancock to PeersMethodology, Assumptions & Data Sources
John Hancock has a current Value At Risk reading of -1.48. This Value At Risk reading for John Hancock results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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