Aurubis AG Value At Risk
| AIAGY Stock | | | USD 93.70 0.77 0.83% |
The Value At Risk signal for Aurubis AG ADR reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Indicator reliability depends on the continuity of available trading data. The
Equity Screeners module supports multi-indicator technical analysis. Aurubis AG has a market cap of 4.56 B, operating margin of 2.87%, ROE of 11.68%. Portfolio-level context is available through
Trending Equities. The view reflects the current state of portfolio allocation. The portfolio view uses available data to frame composition. All values are based on available data and provided as reference information. The portfolio reflects a holding in Aurubis AG ADR. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in census.
Aurubis AG ADR has current Value At Risk of
-2.18. 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)) |
| = | -2.18 | |
| ER[a] | = | Expected return on investing in Aurubis AG |
| STD | = | Standard Deviation of Aurubis AG |
| 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
Aurubis AG ADR is rated
fifth in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading 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 Aurubis AG to Peers
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