Commerce Value At Risk
| CMRC Stock | | | 2.67 -0.03 -1.11% |
This dataset for Commerce reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Extended technical indicator views are accessible through
Equity Screeners. Commerce has a market cap of 219.47 M, operating margin of 0.95%, ROE of -53.19%. See
Trending Equities for additional portfolio context. The allocation summary reflects available position data. Portfolio metrics are derived from available position data. The allocation shows a weighting toward Commerce. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. All figures are presented for informational review and are not prescriptive. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
Our
How to Buy Commerce Stock guide explains the steps to invest in Commerce stock.
Commerce has current Value At Risk of
-9.12. 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)) |
| = | -9.12 | |
| ER[a] | = | Expected return on investing in Commerce |
| STD | = | Standard Deviation of Commerce |
| 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
Commerce is rated
below average for value at risk relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
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 Commerce to Peers
Other Technical Indicators