GAMING FAC Value At Risk
| 9JU Stock | | | EUR 1.19 -0.05 -4.03% |
The Value At Risk calculation for GAMING FAC draws on price and volume history. Each data point is derived from standardized price and volume feeds. GAMING FAC has a market cap of 7.65 M, current ratio of 11.26. Allocation context is available in
Trending Equities. GAMING FAC SA can be evaluated within a portfolio framework for weight and risk impact. This enables performance tracking across the full position set. Broader economic conditions can influence GAMING FAC SA's company valuation — related indicators include
signals in inflation.
GAMING FAC SA has current Value At Risk of
-5.41. 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)) |
| = | -5.41 | |
| ER[a] | = | Expected return on investing in GAMING FAC |
| STD | = | Standard Deviation of GAMING FAC |
| 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
GAMING FAC SA is rated
below average 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.
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