ProShares SAMPP Value At Risk
| SPXN ETF | | | USD 81.50 -0.16 -0.20% |
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 ProShares SAMPP's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
A Value At Risk of
-1.62 for ProShares SAMPP signals the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for ProShares SAMPP under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.62 | |
| ER[a] | = | Expected return on investing in ProShares SAMPP |
| STD | = | Standard Deviation of ProShares SAMPP |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
ProShares SAMPP falls above the -1.88 peer average for Value At Risk. leads at 0.0 while ProShares K 1 Free registers the lowest at -4.2329. ProShares 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 ProShares 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 ProShares SAMPP to PeersMethodology, Assumptions & Data Sources
ProShares SAMPP's Value At Risk currently stands at -1.62. This Value At Risk reading for ProShares SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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