| SEPCX Fund | | | USD 10.41 0.05 0.48% |
Energy Basic value-at-risk technical analysis lookup allows you to check this and other technical indicators for Energy Basic Materials 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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Energy Basic Materials has current Value At Risk of
(1.70). 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)) |
| = | (1.70) | |
| ER[a] | = | Expected return on investing in Energy Basic |
| STD | = | Standard Deviation of Energy Basic |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Energy Basic Value At Risk Peers Comparison
ENERGY Value At Risk Relative To Other Indicators
Energy Basic Materials 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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