Barloworld Value At Risk
| BRRAY Stock | | | USD 15.50 0.00 0.00% |
The Value At Risk technical lookup provides context for Barloworld Ltd ADR and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Barloworld has a market cap of 955.54 M, operating margin of 10.25%, ROE of 5.88%. Review
Trending Equities for broader portfolio context. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Barloworld Ltd ADR has current Value At Risk of
-10.94. 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)) |
| = | -10.94 | |
| ER[a] | = | Expected return on investing in Barloworld |
| STD | = | Standard Deviation of Barloworld |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Barloworld Value At Risk Peers Comparison
Barloworld Value At Risk Relative To Other Indicators
Barloworld Ltd ADR is rated
below average in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.