Case Group Value At Risk
| CASE Stock | | | 22.40 1.00 4.67% |
The Value At Risk reading for Case Group AB is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. Indicator reliability depends on the continuity of available trading data. Case Group has a market cap of 346.26 M, operating margin of 3.45%, ROE of -15.8%.
Trending Equities can help frame allocation decisions. The view reflects the current state of portfolio allocation. The view is constructed from recorded portfolio positions. The portfolio reflects a holding in Case Group AB. The position falls within the allocation view. The allocation approach determines the relative weighting of each position. 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.
Case Group AB has current Value At Risk of
-5.88. 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)) |
| = | -5.88 | |
| ER[a] | = | Expected return on investing in Case Group |
| STD | = | Standard Deviation of Case Group |
| 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
Case Group AB 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 Case Group to Peers
Other Technical Indicators