Auto Trader Value At Risk
| ATDRY Stock | | | USD 1.55 0.04 2.65% |
Historical market data for Auto Trader Group forms the basis of the Value At Risk indicator shown here. Coverage may vary depending on data availability and normalization methods. Auto Trader has a market cap of 6.79 B, operating margin of 64.48%, current ratio of 2.19. Use
Trending Equities to explore allocation context. Tracking Auto Trader Group in a portfolio provides context for performance attribution. All values are based on available data and provided as reference information. Broader economic conditions can influence Auto Trader Group's company valuation — related indicators include
signals in real.
Auto Trader Group has current Value At Risk of
-4.43. 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)) |
| = | -4.43 | |
| ER[a] | = | Expected return on investing in Auto Trader |
| STD | = | Standard Deviation of Auto Trader |
| 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
Auto Trader Group is rated
below average 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.
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