AlzeCure Pharma Value At Risk
| ALZCUR Stock | | | SEK 1.70 -0.02 -1.16% |
This dataset for AlzeCure Pharma reflects inputs used in the Value At Risk calculation. Extended technical indicator views are accessible through
Equity Screeners. AlzeCure Pharma has a market cap of 254.44 M, ROE of -1.55%. Portfolio-level context is available through
Trending Equities. This captures an allocation to AlzeCure Pharma. This is part of the broader portfolio composition. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in persons.
AlzeCure Pharma has current Value At Risk of
-5.82. 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)) |
| = | -5.82 | |
| ER[a] | = | Expected return on investing in AlzeCure Pharma |
| STD | = | Standard Deviation of AlzeCure Pharma |
| 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
AlzeCure Pharma is rated
fourth 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 AlzeCure Pharma to Peers
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