ACRES Commercial Value At Risk
| ACR-PC Preferred Stock | | | USD 25.00 0.02 0.08% |
The Value At Risk reading for ACRES Commercial Realty is computed from historical trading observations. Indicator reliability depends on the continuity of available trading data. ACRES Commercial has a market cap of 322.13 M, operating margin of 31.59%, current ratio of 105.88. Use
Trending Equities to view allocation positioning. Adding ACRES Commercial Realty to a portfolio enables side-by-side comparison with other holdings. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence ACRES Commercial Realty's company valuation — related indicators include
signals in inflation.
ACRES Commercial Realty has current Value At Risk of
-0.32. 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)) |
| = | -0.32 | |
| ER[a] | = | Expected return on investing in ACRES Commercial |
| STD | = | Standard Deviation of ACRES Commercial |
| 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
ACRES Commercial Realty leads all preferred stocks for value at risk relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
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 ACRES Commercial to Peers
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