Clariant Value At Risk
| 0QJS Stock | | | 6.88 -0.11 -1.57% |
The Value At Risk indicator for Clariant AG is derived from observed market data. Broader indicator relationships are reflected within
Equity Screeners. Clariant has a market cap of 5.87 B, operating margin of 19.49%, ROE of -1.75%. Allocation context is available in
Trending Equities. A position in Clariant AG appears within the mix. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Clariant AG has current Value At Risk of
-3.92. 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)) |
| = | -3.92 | |
| ER[a] | = | Expected return on investing in Clariant |
| STD | = | Standard Deviation of Clariant |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Clariant AG is rated
below average in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
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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