National Storage Value At Risk
| 4GC Stock | | | EUR 33.35 -0.13 -0.39% |
The Value At Risk profile for National Storage Affiliates is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. National Storage has a market cap of 5.15 B, operating margin of 37.92%, ROE of 7.05%. For allocation context, review
Trending Equities. Allocation details are provided as informational context. Allocation context is based on the most recent position data. The information is analytical in nature and is not intended as a specific recommendation. This suggests a position in National Storage Affiliates. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. The data shown is informational and should not be interpreted as guidance. 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.
National Storage Affiliates has current Value At Risk of
-2.56. 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)) |
| = | -2.56 | |
| ER[a] | = | Expected return on investing in National Storage |
| STD | = | Standard Deviation of National Storage |
| 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
National Storage Affiliates ranks
second among stocks in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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 National Storage to Peers
Other Technical Indicators