OneAscent Small Value At Risk
| OASC ETF | | | 32.69 0.06 0.18% |
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 OneAscent Small's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
At
-1.88, OneAscent Small's Value At Risk indicates the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for OneAscent Small under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.88 | |
| ER[a] | = | Expected return on investing in OneAscent Small |
| STD | = | Standard Deviation of OneAscent Small |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
OneAscent Small falls below the -1.61 peer average for Value At Risk. leads at 0.0 while Overlay Shares Foreign registers the lowest at -2.321. OneAscent Small 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 OneAscent Small 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 OneAscent Small to PeersMethodology, Assumptions & Data Sources
OneAscent Small's Value At Risk currently stands at -1.88. This Value At Risk reading for OneAscent Small results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators