Bank of Montreal Value At Risk
| BMO Stock | | | CAD 186.15 -3.28 -1.73% |
Bank of Montreal value at risk lookup summarizes this and related technical indicators for Bank of Montreal. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Bank of Montreal has a market cap of 131.46 B, operating margin of 39.87%, ROE of 10.47%. Review
Trending Equities for broader portfolio context. This suggests a position in Bank of Montreal in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
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Bank of Montreal has current Value At Risk of
-2.04. 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)) |
| = | -2.04 | |
| ER[a] | = | Expected return on investing in Bank of Montreal |
| STD | = | Standard Deviation of Bank of Montreal |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Bank of Montreal Value At Risk Peers Comparison
Bank Value At Risk Relative To Other Indicators
Bank of Montreal is rated
below average in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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.
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