ARC Resources Value At Risk
| AETUF Pink Sheet | | | USD 21.00 -0.28 -1.32% |
The Value At Risk reading for ARC Resources is computed from historical trading observations. Values reflect historical observations within the available dataset. ARC Resources has a market cap of 7.32 B, operating margin of 33.34%, current ratio of 0.44. See
Trending Equities for additional portfolio context. ARC Resources can be evaluated within a portfolio framework for weight and risk impact. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence ARC Resources's company valuation — related indicators include
signals in manufacturing.
ARC Resources has current Value At Risk of
-3.22. 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)) |
| = | -3.22 | |
| ER[a] | = | Expected return on investing in ARC Resources |
| STD | = | Standard Deviation of ARC Resources |
| 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
ARC Resources is rated
below average in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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 ARC Resources to Peers
Other Technical Indicators