Mobilezone Holding Value At Risk
| 0R6V Stock | | | 15.52 -0.10 -0.64% |
This dataset for mobilezone holding AG reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Mobilezone Holding has a market cap of 625.58 M, operating margin of 4.74%. Review
Trending Equities for a broader allocation view. mobilezone holding AG can be added to a watchlist or portfolio for position tracking. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence mobilezone holding AG's company valuation — related indicators include
signals in state.
mobilezone holding AG has current Value At Risk of
-2.11. 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)) |
| = | -2.11 | |
| ER[a] | = | Expected return on investing in Mobilezone Holding |
| STD | = | Standard Deviation of Mobilezone Holding |
| 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
mobilezone holding AG maintains a
fourth standing 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.
Compare Mobilezone Holding to Peers
Other Technical Indicators