ConvaTec Group Value At Risk
| CNVVF Stock | | | USD 3.40 0.00 0.00% |
This dataset for ConvaTec Group Plc reflects inputs used in the Value At Risk calculation. Extended technical indicator views are accessible through
Equity Screeners. ConvaTec Group has a market cap of 5.85 B, operating margin of 10.15%, current ratio of 1.95.
Trending Equities adds portfolio-level perspective. Adding ConvaTec Group Plc to a portfolio enables side-by-side comparison with other holdings. The allocation framework in use shapes how individual positions are weighted. Broader economic conditions can influence ConvaTec Group Plc's company valuation — related indicators include
signals in persons.
ConvaTec Group Plc has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in ConvaTec Group |
| STD | = | Standard Deviation of ConvaTec 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
ConvaTec Group Plc ranks
third among pink sheets in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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.
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