Bourse Direct Value At Risk
| BSD Stock | | | EUR 4.76 -0.07 -1.45% |
Bourse Direct value at risk lookup summarizes this and related technical indicators for Bourse Direct SA. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Bourse Direct has a market cap of 245.66 M, operating margin of 34.5%, ROE of 24.56%. Use
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Bourse Direct SA has current Value At Risk of
-1.89. 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)) |
| = | -1.89 | |
| ER[a] | = | Expected return on investing in Bourse Direct |
| STD | = | Standard Deviation of Bourse Direct |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Bourse Direct Value At Risk Peers Comparison
Bourse Value At Risk Relative To Other Indicators
Bourse Direct SA is rated
third 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.
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