Acuity Brands Value At Risk
| AYI Stock | | | USD 284.85 0.00 0.00% |
The Value At Risk reading for Acuity Brands is computed from historical trading observations. Normalization methods and data feeds may affect reported values. Acuity Brands has a market cap of 8.69 B, operating margin of 13.95%, current ratio of 2.0. Use
Trending Equities to explore allocation context. Tracking Acuity Brands in a portfolio helps measure its contribution to overall performance. All figures are based on reported data and are informational in nature. Broader economic conditions can influence Acuity Brands's company valuation — related indicators include
signals in small area income & poverty estimates.
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How to Invest in Acuity Brands guide.
Acuity Brands has current Value At Risk of
-3.34. 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)) |
| = | -3.34 | |
| ER[a] | = | Expected return on investing in Acuity Brands |
| STD | = | Standard Deviation of Acuity Brands |
| 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
Acuity Brands places
fourth 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.
Compare Acuity Brands to Peers
Other Technical Indicators