Cita Mineral Value At Risk
| CITA Stock | | | IDR 4,150 120.00 2.98% |
The Value At Risk profile for Cita Mineral Investindo is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values. Cita Mineral has a market cap of 14.34 T, operating margin of 2.57%, ROE of 18.85%. Use
Trending Equities to view allocation positioning. Allocation details are provided as informational context. A position in Cita Mineral Investindo appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. 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.
Cita Mineral Investindo has current Value At Risk of
-3.45. 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)) |
| = | -3.45 | |
| ER[a] | = | Expected return on investing in Cita Mineral |
| STD | = | Standard Deviation of Cita Mineral |
| 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
Cita Mineral Investindo sits atop the peer group for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its peer group .
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 Cita Mineral to Peers
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