COPLAND ROAD Value At Risk
| A2P Stock | | | 63.30 -0.90 -1.40% |
The Value At Risk signal for COPLAND ROAD CAPITAL reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. COPLAND ROAD has a market cap of 545.94 M, ROE of 55.07%. See
Trending Equities for portfolio-level analysis. Allocation data is presented for contextual reference. Portfolio metrics are derived from available position data. The allocation shows a weighting toward COPLAND ROAD CAPITAL. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. 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.
COPLAND ROAD CAPITAL has current Value At Risk of
-5.74. 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)) |
| = | -5.74 | |
| ER[a] | = | Expected return on investing in COPLAND ROAD |
| STD | = | Standard Deviation of COPLAND ROAD |
| 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
COPLAND ROAD CAPITAL 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 COPLAND ROAD to Peers
Other Technical Indicators