Arrow Exploration Value At Risk
| AXL Stock | | | CAD 0.40 -0.01 -2.44% |
Technical inputs supporting the Value At Risk indicator for Arrow Exploration Corp are shown here. The information is based on observed market data across timeframes. Arrow Exploration has a market cap of 114.35 M, operating margin of 26.06%, ROE of 12.44%.
Trending Equities adds portfolio-level perspective. The portfolio structure is presented for analytical context. The view is constructed from recorded portfolio positions. This overview is based on available data and does not express a directional view. A position in Arrow Exploration Corp is part of the allocation. This appears in the portfolio view. Portfolio construction methods define how positions are sized. 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.
Arrow Exploration Corp has current Value At Risk of
-6.06. 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)) |
| = | -6.06 | |
| ER[a] | = | Expected return on investing in Arrow Exploration |
| STD | = | Standard Deviation of Arrow Exploration |
| 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
Arrow Exploration Corp falls in the
fifth position for value at risk across the peer group. It is currently under evaluation for maximum drawdown across the 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.
Compare Arrow Exploration to Peers
Other Technical Indicators