Compagnie Lebon Value At Risk
| ALBON Stock | | | 89.80 0.20 0.22% |
The Value At Risk indicator for Compagnie Lebon is constructed from normalized market data. The depth of trading history affects the precision of the indicator. Compagnie Lebon has a market cap of 101.31 M, operating margin of 8.15%.
Trending Equities adds portfolio-level perspective. Tracking Compagnie Lebon SA in a portfolio provides context for performance attribution. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Compagnie Lebon SA's company valuation — related indicators include
signals in inflation.
Compagnie Lebon SA has current Value At Risk of
-1.55. 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)) |
| = | -1.55 | |
| ER[a] | = | Expected return on investing in Compagnie Lebon |
| STD | = | Standard Deviation of Compagnie Lebon |
| 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
Compagnie Lebon SA outranks all peers for value at risk against industry peers. It is currently under evaluation for maximum drawdown against industry peers .
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 Compagnie Lebon to Peers
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