Caisse Rgionale Value At Risk
| CIV Stock | | | EUR 97.00 -5.02 -4.92% |
This dataset for Caisse rgionale de reflects inputs used in the Value At Risk calculation. Extended technical indicator views are accessible through
Equity Screeners. Caisse Rgionale has a market cap of 586.05 M, operating margin of 33.69%. Use
Trending Equities to view allocation positioning. Portfolio analysis tools can evaluate how Caisse rgionale de fits within a broader allocation. The allocation framework in use shapes how individual positions are weighted. Broader economic conditions can influence Caisse rgionale de's company valuation — related indicators include
signals in inflation.
Caisse rgionale de has current Value At Risk of
-2.65. 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)) |
| = | -2.65 | |
| ER[a] | = | Expected return on investing in Caisse Rgionale |
| STD | = | Standard Deviation of Caisse Rgionale |
| 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
Caisse rgionale de is rated
below average in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading 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 Caisse Rgionale to Peers
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