AXT Value At Risk
| AXTI Stock | | | USD 58.11 0.02 0.03% |
Historical market data for AXT Inc forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data. Market data gaps can influence the computed indicator values. Cross-instrument Value At Risk comparisons are available via
Equity Screeners. AXT has a market cap of 3.21 B, operating margin of -16.64%, ROE of -7.87%.
Trending Equities adds portfolio-level perspective. The view frames allocation within the broader portfolio. Composition figures are derived from reported holdings. The information is analytical in nature and is not intended as a specific recommendation. A position in AXT Inc 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 real.
AXT Inc has current Value At Risk of
-12.32. 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)) |
| = | -12.32 | |
| ER[a] | = | Expected return on investing in AXT |
| STD | = | Standard Deviation of AXT |
| 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
AXT Inc is rated
below average for value at risk among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals .
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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