| MCSCX Fund | | | 12.51 0.14 1.13% |
M3sixty Capital value-at-risk technical analysis lookup allows you to check this and other technical indicators for M3sixty Capital Small 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
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M3sixty Capital Small has current Value At Risk of
(1.52). 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)) |
| = | (1.52) | |
| ER[a] | = | Expected return on investing in M3sixty Capital |
| STD | = | Standard Deviation of M3sixty Capital |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
M3sixty Capital Value At Risk Peers Comparison
M3Sixty Value At Risk Relative To Other Indicators
M3sixty Capital Small 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.
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