BLUESCOPE STEEL Value At Risk
| BH5 Stock | | | 16.20 0.30 1.89% |
This dataset for BLUESCOPE STEEL reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. BLUESCOPE STEEL has a market cap of 6.63 B. See
Trending Equities for additional portfolio context. Monitoring BLUESCOPE STEEL within a portfolio highlights how it interacts with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence BLUESCOPE STEEL's company valuation — related indicators include
signals in main economic indicators.
BLUESCOPE STEEL has current Value At Risk of
-2.38. 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)) |
| = | -2.38 | |
| ER[a] | = | Expected return on investing in BLUESCOPE STEEL |
| STD | = | Standard Deviation of BLUESCOPE STEEL |
| 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
BLUESCOPE STEEL maintains a
fourth standing in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
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 BLUESCOPE STEEL to Peers
Other Technical Indicators