Motorcar Parts Value At Risk
| 54M Stock | | | EUR 8.90 0.20 2.30% |
The Value At Risk indicator for Motorcar Parts of is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings. Motorcar Parts has a market cap of 186.71 M, operating margin of 4.62%, ROE of 0.75%. See
Trending Equities for portfolio-level analysis. Portfolio positioning is summarized for reference. Position-level data supports the allocation summary. This summary reflects available observations without forecasting intent. The portfolio reflects a holding in Motorcar Parts of. The position falls within the allocation view. The allocation approach determines the relative weighting of each position. 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.
Motorcar Parts of has current Value At Risk of
-4.79. 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)) |
| = | -4.79 | |
| ER[a] | = | Expected return on investing in Motorcar Parts |
| STD | = | Standard Deviation of Motorcar Parts |
| 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
Motorcar Parts of ranks
fifth 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 Motorcar Parts to Peers
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