Invesco SAMPP Value At Risk
| PSCD ETF | | | USD 108.37 -0.27 -0.25% |
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 Invesco SAMPP's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Invesco SAMPP's Value At Risk of
-2.23 reflects the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that Invesco SAMPP could lose more than
-2.23 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.23 | |
| ER[a] | = | Expected return on investing in Invesco SAMPP |
| STD | = | Standard Deviation of Invesco SAMPP |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Among sector peers, Invesco SAMPP's Value At Risk of -2.2335 is above the -2.46 group average. The range runs from -6.6074 (Sprott Junior Copper) to 0.0 (). Invesco SAMPP 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 Invesco 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 Invesco SAMPP to PeersMethodology, Assumptions & Data Sources
Invesco SAMPP has a current Value At Risk reading of -2.23. The Value At Risk for Invesco SAMPP applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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