Broadcom Value At Risk
| AVGO Stock | | | USD 310.51 -9.33 -2.92% |
The Value At Risk signal for Broadcom reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Availability can differ across markets, exchanges, and instruments. Comparable indicator datasets are structured within
Equity Screeners. Broadcom has a market cap of 1.47 T, operating margin of 31.77%, ROE of 33.37%. Allocation context is available in
Trending Equities. Portfolio composition is shown for contextual purposes. The summary draws on available position and value data. This captures an allocation to Broadcom. This is part of the broader portfolio composition. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in census.
To learn how to invest in Broadcom Stock, please use our
How to Invest in Broadcom guide.
Broadcom has current Value At Risk of
-4.11. 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)) |
| = | -4.11 | |
| ER[a] | = | Expected return on investing in Broadcom |
| STD | = | Standard Deviation of Broadcom |
| 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
Broadcom 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.
Compare Broadcom to Peers
Other Technical Indicators