Anavex Life Value At Risk
| AVXL Stock | | | USD 4.67 0.02 0.43% |
Anavex Life value at risk lookup summarizes this and related technical indicators for Anavex Life Sciences. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Anavex Life has a market cap of 430.92 M, ROE of -33.64%. Use
Trending Equities to explore allocation context. This includes a position in Anavex Life Sciences within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in median.
Anavex Life Sciences has current Value At Risk of
-6.32. 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)) |
| = | -6.32 | |
| ER[a] | = | Expected return on investing in Anavex Life |
| STD | = | Standard Deviation of Anavex Life |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Anavex Life Value At Risk Peers Comparison
Anavex Value At Risk Relative To Other Indicators
Anavex Life Sciences is rated
below average for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its peer group .
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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