American Homes Value At Risk
| A4XA Stock | | | EUR 23.20 -1.00 -4.13% |
The Value At Risk calculation for American Homes draws on price and volume history. Related screening structures are referenced through
Equity Screeners. American Homes has a market cap of 9.75 B, operating margin of 25.47%, ROE of 6.6%. Portfolio-level context is available through
Trending Equities. The allocation shows a weighting toward American Homes 4. The sizing of each position reflects the overall allocation strategy. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
American Homes 4 has current Value At Risk of
-3.16. 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)) |
| = | -3.16 | |
| ER[a] | = | Expected return on investing in American Homes |
| STD | = | Standard Deviation of American Homes |
| 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
American Homes 4 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 American Homes to Peers
Other Technical Indicators