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VAR
Value At Risk.
    
A technique which uses the statistical analysis of historical market trends and volatilities to estimate the likelihood that a given Portfolio's losses Will exceed a certain amount.
    
Value at Risk (VaR) is the maximum loss not exceeded with a given probability defined as the confidence level, over a given period of time. Although VaR is a very general concept that has broad applications, it is most commonly used by Security firms or investment banks to measure the Market risk of their asset portfolios (Market value at Risk). VaR is widely applied in finance for quantitative Risk management for many types of Risk. VaR does not give any information about the severity of loss by which it is exceeded. Other measures of Risk include Volatility/standard deviation, semi variance (or Downside risk) and expected shortfall.
Posted by  Convention of Independent Financial Advisors CIFA
 
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