Boston Properties Value At Risk
| BXP Stock | | | USD 53.09 0.19 0.36% |
The Value At Risk indicator for Boston Properties is constructed from normalized market data. The
Equity Screeners module supports multi-indicator technical analysis. Boston Properties has a market cap of 9.39 B, operating margin of -6.59%, current ratio of 3.14. For allocation context, review
Trending Equities. Boston Properties can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Boston Properties's company valuation — related indicators include
signals in services.
For information on how to trade Boston Stock refer to our
How to Invest in Boston Properties guide.
Boston Properties has current Value At Risk of
-4.39. 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)) |
| = | -4.39 | |
| ER[a] | = | Expected return on investing in Boston Properties |
| STD | = | Standard Deviation of Boston Properties |
| 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
Boston Properties is rated
below average for value at risk against industry peers. It is currently under evaluation for maximum drawdown against industry 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.
Compare Boston Properties to Peers
Other Technical Indicators