Central Asia Value At Risk
| CAML Stock | | | 157.60 -6.40 -3.90% |
Technical inputs supporting the Value At Risk indicator for Central Asia Metals are shown here. Values are derived from historical price and volume observations. Central Asia has a market cap of 271.97 M, operating margin of 31.68%.
Trending Equities can help frame allocation decisions. Central Asia Metals can be added to a watchlist or portfolio for position tracking. This view summarizes available data without implying outcomes. Broader economic conditions can influence Central Asia Metals's company valuation — related indicators include
signals in inflation.
Central Asia Metals has current Value At Risk of
-4.24. 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)) |
| = | -4.24 | |
| ER[a] | = | Expected return on investing in Central Asia |
| STD | = | Standard Deviation of Central Asia |
| 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
Central Asia Metals 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.
Compare Central Asia to Peers
Other Technical Indicators