BANK CENTRAL Value At Risk
| BZG2 Stock | | | EUR 0.37 0.00 0.00% |
The Value At Risk lookup presents technical context for BANK CENTRAL ASIA and related instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. BANK CENTRAL has a market cap of 55.58 B.
Trending Equities can help frame allocation decisions. The allocation includes a position in BANK CENTRAL ASIA 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 inflation.
BANK CENTRAL ASIA has current Value At Risk of
-4.88. 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)) |
| = | -4.88 | |
| ER[a] | = | Expected return on investing in BANK CENTRAL |
| STD | = | Standard Deviation of BANK CENTRAL |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
BANK CENTRAL Value At Risk Peers Comparison
BANK Value At Risk Relative To Other Indicators
BANK CENTRAL ASIA is rated
below average in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to 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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