Anglo American Value At Risk
| AAUKF Stock | | | USD 38.78 -0.03 -0.08% |
Technical inputs supporting the Value At Risk indicator for Anglo American plc are shown here. Values are derived from historical price and volume observations. Availability can differ across markets, exchanges, and instruments. Anglo American has a market cap of 52.93 B, operating margin of 35.74%, ROE of 25.29%. Use
Trending Equities to view allocation positioning. Current allocation data is available for review. A position in Anglo American plc is part of the allocation. This appears in the portfolio view. Portfolio construction methods define how positions are sized. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in industry.
Anglo American plc has current Value At Risk of
-6.11. 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)) |
| = | -6.11 | |
| ER[a] | = | Expected return on investing in Anglo American |
| STD | = | Standard Deviation of Anglo American |
| 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
Anglo American plc 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.
Compare Anglo American to Peers
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