IShares MSCI Value At Risk
| THD ETF | | | USD 72.33 1.89 2.68% |
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 IShares MSCI's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
At
-3.29, IShares MSCI's Value At Risk indicates the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that IShares MSCI could lose more than
-3.29 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.29 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| STD | = | Standard Deviation of IShares MSCI |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
IShares MSCI falls below the -2.51 peer average for Value At Risk. leads at 0.0 while Franklin FTSE South registers the lowest at -6.1478. IShares MSCI 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 IShares MSCI 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 IShares MSCI to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for IShares MSCI is -3.29. This Value At Risk reading for IShares MSCI results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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