Alset Ehome Value At Risk
| AEI Stock | | | USD 1.84 -0.02 -1.08% |
This dataset for Alset Ehome International reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Alset Ehome has a market cap of 71.97 M, operating margin of -2.01%, ROE of -10.52%. See
Trending Equities for additional portfolio context. The allocation summary reflects available position data. A position in Alset Ehome International is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. All metrics are derived from available inputs and shown for reference. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in unemployment.
Alset Ehome International has current Value At Risk of
-10.26. 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)) |
| = | -10.26 | |
| ER[a] | = | Expected return on investing in Alset Ehome |
| STD | = | Standard Deviation of Alset Ehome |
| 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
Alset Ehome International is rated
below average for value at risk among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals .
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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