Apple Value At Risk
| APC Stock | | | EUR 215.00 0.15 0.07% |
The Value At Risk signal for Apple Inc reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Apple has a market cap of 2.61 T. Use
Trending Equities to explore allocation context. The allocation shows a weighting toward Apple Inc. The position is captured in the allocation summary. 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.
Apple Inc has current Value At Risk of
-2.10. 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)) |
| = | -2.10 | |
| ER[a] | = | Expected return on investing in Apple |
| STD | = | Standard Deviation of Apple |
| 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
Apple Inc maintains a
third 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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