Ares Commercial Value At Risk
| ACRE Stock | | | USD 4.92 0.08 1.65% |
The Value At Risk signal for Ares Commercial Real reflects patterns observed in trading data. Availability can differ across markets, exchanges, and instruments. Ares Commercial has a market cap of 261.89 M, operating margin of -1.96%, current ratio of 4.46. Use
Trending Equities to view allocation positioning. Tracking Ares Commercial Real in a portfolio provides context for performance attribution. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence Ares Commercial Real's company valuation — related indicators include
signals in real.
Ares Commercial Real has current Value At Risk of
-2.76. 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)) |
| = | -2.76 | |
| ER[a] | = | Expected return on investing in Ares Commercial |
| STD | = | Standard Deviation of Ares 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
Ares Commercial Real is rated
below average 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.
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