ADC Therapeutics Value At Risk
| ADCT Stock | | | USD 4.05 0.19 4.92% |
The Value At Risk profile for ADC Therapeutics SA is based on historical price and volume observations. Related screening structures are referenced through
Equity Screeners. ADC Therapeutics has a market cap of 490.39 M, operating margin of -69.32%, current ratio of 5.76. For allocation context, review
Trending Equities. Monitoring ADC Therapeutics SA within a portfolio highlights how it interacts with other holdings. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence ADC Therapeutics SA's company valuation — related indicators include
signals in discontinued.
ADC Therapeutics SA has current Value At Risk of
-5.06. 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)) |
| = | -5.06 | |
| ER[a] | = | Expected return on investing in ADC Therapeutics |
| STD | = | Standard Deviation of ADC Therapeutics |
| 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
ADC Therapeutics SA earns the top ranking in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
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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