BCP Investment Value At Risk
| BCIC Stock | | | 7.94 -0.49 -5.81% |
Observed values used to calculate the Value At Risk technical indicator for BCP Investment Corp. Availability may differ across exchanges, markets, and reporting intervals.
BCP Investment Corp has current Value At Risk of
-4.80. 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)) |
| = | -4.80 | |
| ER[a] | = | Expected return on investing in BCP Investment |
| STD | = | Standard Deviation of BCP Investment |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
BCP Investment Value At Risk Peers Comparison
BCP Value At Risk Relative To Other Indicators
BCP Investment Corp is rated
below average for value at risk relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
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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