Amber International Value At Risk

AMBR Stock  USD 2.38  -0.01  -0.42%   
Historical market data for Amber International Holding forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. Amber International has a market cap of 223.9 M, operating margin of 8.44%, current ratio of 0.6. Allocation context is available in Trending Equities. Amber International Holding can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Amber International Holding's company valuation — related indicators include signals in bureau of labor statistics.
Amber International Holding has current Value At Risk of -9.12. 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))

 = 
-9.12
ER[a] = Expected return on investing in Amber International
STD =   Standard Deviation of Amber International
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

Amber International Holding 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 Amber International to Peers

Other Technical Indicators