ACRES Commercial Value At Risk
| ACR-PC Preferred Stock | | | USD 24.98 -0.06 -0.24% |
The Value At Risk reading for ACRES Commercial Realty is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. 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%, ROE of 5.67%. Use
Trending Equities to view allocation positioning. Current allocation data is available for review. The summary draws on available position and value data. All content is derived from available inputs and carries no advisory implication. This reflects a position in ACRES Commercial Realty. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. The content reflects structured data inputs rather than subjective analysis. 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.
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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