BYD Company Value At Risk
| BYDDF Stock | | | USD 13.09 0.20 1.55% |
Observed values used in the Value At Risk indicator for BYD Company Limited are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. BYD Company has a market cap of 109.01 B, operating margin of 3.25%, ROE of 10.46%. Review
Trending Equities for a broader allocation view. Current allocation data is available for review. The allocation includes a position in BYD Company Limited. It is distributed across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
BYD Company Limited has current Value At Risk of
-3.71. 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)) |
| = | -3.71 | |
| ER[a] | = | Expected return on investing in BYD Company |
| STD | = | Standard Deviation of BYD Company |
| 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
BYD Company Limited ranks
fifth among pink sheets in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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 BYD Company to Peers
Other Technical Indicators