Auburn National Value At Risk
| AUBN Stock | | | USD 21.01 -3.85 -15.49% |
Technical inputs supporting the Value At Risk indicator for Auburn National Bancorporation are shown here. The information is based on observed market data across timeframes. Coverage differences may occur across instruments and market segments. Auburn National has a market cap of 89.44 M, operating margin of 32.92%, ROE of 8.25%. See
Trending Equities for portfolio-level analysis. Portfolio positioning is summarized for reference. Position-level data supports the allocation summary. The portfolio reflects a holding in Auburn National Bancorporation. The position falls within the allocation view. The allocation approach determines the relative weighting of each position. This dataset reflects observed data and is not advisory in nature. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
Auburn National Bancorporation has current Value At Risk of
-4.35. 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)) |
| = | -4.35 | |
| ER[a] | = | Expected return on investing in Auburn National |
| STD | = | Standard Deviation of Auburn National |
| 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
Auburn National Bancorporation is rated
below average in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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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