Costco Wholesale Value At Risk
| CTO Stock | | | EUR 856.50 -14.70 -1.69% |
The Value At Risk signal for Costco Wholesale Corp reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Indicator reliability depends on the continuity of available trading data. The
Equity Screeners module supports multi-indicator technical analysis. Costco Wholesale has a market cap of 218.62 B. Review
Trending Equities for a broader allocation view. Portfolio composition is shown for contextual purposes. This reflects a position in Costco Wholesale Corp. This is situated within the portfolio mix. 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.
Costco Wholesale Corp has current Value At Risk of
-1.88. 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)) |
| = | -1.88 | |
| ER[a] | = | Expected return on investing in Costco Wholesale |
| STD | = | Standard Deviation of Costco Wholesale |
| 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
Costco Wholesale Corp lands at
#3 in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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 Costco Wholesale to Peers
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