Alvarion Value At Risk
| ALVRQ Stock | | | USD 0.0001 0.00 0.00% |
Observed values used in the Value At Risk indicator for Alvarion are included in this dataset. The underlying data comes from exchange-reported trading records. Alvarion has a market cap of 870. Portfolio-level context is available through
Trending Equities. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. The allocation includes a position in Alvarion. It is distributed across the allocation. The weighting is determined by the allocation framework in use. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
Alvarion has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in Alvarion |
| STD | = | Standard Deviation of Alvarion |
| 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
Alvarion is rated
below average 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 Alvarion to Peers