Crane Value At Risk
| CR Stock | | | USD 174.58 1.47 0.85% |
Historical market data for Crane Company forms the basis of the Value At Risk indicator shown here. Cross-instrument Value At Risk comparisons are available via
Equity Screeners. Crane has a market cap of 10.05 B, operating margin of 16.13%, current ratio of 2.05. Review
Trending Equities for broader portfolio context. Portfolio analysis tools can evaluate how Crane Company fits within a broader allocation. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence Crane Company's company valuation — related indicators include
signals in real.
Crane Company has current Value At Risk of
-3.77. 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)) |
| = | -3.77 | |
| ER[a] | = | Expected return on investing in Crane |
| STD | = | Standard Deviation of Crane |
| 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
Crane Company is rated
below average for value at risk against industry peers. It is currently under evaluation for maximum drawdown against industry 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.
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