Applied Materials Value At Risk
| AMAT Stock | | | 37.86 -3.39 -8.22% |
Historical market data for Applied Materials forms the basis of the Value At Risk indicator shown here. Coverage may vary depending on data availability and normalization methods. Applied Materials has a market cap of 411.67 B, operating margin of 28.44%. See
Trending Equities for additional portfolio context. Tracking Applied Materials in a portfolio helps measure its contribution to overall performance. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence Applied Materials's company valuation — related indicators include
signals in state.
For more detail on Applied Stock please use our
How to Invest in Applied Stock guide.
Applied Materials has current Value At Risk of
-5.44. 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)) |
| = | -5.44 | |
| ER[a] | = | Expected return on investing in Applied Materials |
| STD | = | Standard Deviation of Applied Materials |
| 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
Applied Materials is rated
below average for value at risk relative to top peers. It is currently under evaluation for maximum drawdown relative to top 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 Applied Materials to Peers
Other Technical Indicators