Aperam SA Value At Risk
| APAM Stock | | | EUR 32.96 -0.38 -1.14% |
The Value At Risk reading for Aperam SA is computed from historical trading observations. Extended technical indicator views are accessible through
Equity Screeners. Aperam SA has a market cap of 2.26 B, operating margin of 0.64%, ROE of -0.21%. See
Trending Equities for additional portfolio context. The holding in Aperam SA represents an allocation. It is represented within the portfolio holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Aperam SA has current Value At Risk of
-4.13. 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)) |
| = | -4.13 | |
| ER[a] | = | Expected return on investing in Aperam SA |
| STD | = | Standard Deviation of Aperam SA |
| 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
Aperam SA maintains a
fifth standing in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to 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.
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