IBU Tec Value At Risk
| 0UNS Stock | | | 15.20 -1.00 -6.17% |
The Value At Risk calculation for IBU Tec draws on price and volume history. Data availability for the calculation period determines indicator completeness. IBU Tec has a market cap of 83.12 M, operating margin of -1.05%. Allocation context is available in
Trending Equities. IBU tec advanced materials can be evaluated within a portfolio framework for weight and risk impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence IBU tec advanced materials's company valuation — related indicators include
signals in inflation.
IBU tec advanced materials has current Value At Risk of
-5.40. 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)) |
| = | -5.40 | |
| ER[a] | = | Expected return on investing in IBU Tec |
| STD | = | Standard Deviation of IBU Tec |
| 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
IBU tec advanced materials 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.
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