Svenska Aerogel Value At Risk
| AERO Stock | | | SEK 1.35 -0.05 -3.57% |
Observed values used in the Value At Risk indicator for Svenska Aerogel Holding are included in this dataset. The information is based on observed market data across timeframes. Svenska Aerogel has a market cap of 216.81 M, operating margin of -10.35%, current ratio of 1.86.
Trending Equities can help frame allocation decisions. Svenska Aerogel Holding can be tracked within a custom portfolio for ongoing monitoring. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Svenska Aerogel Holding's company valuation — related indicators include
signals in inflation.
Svenska Aerogel Holding has current Value At Risk of
-5.73. 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)) |
| = | -5.73 | |
| ER[a] | = | Expected return on investing in Svenska Aerogel |
| STD | = | Standard Deviation of Svenska Aerogel |
| 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
Svenska Aerogel Holding maintains a
fourth standing 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.
Compare Svenska Aerogel to Peers
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