CTT - Value At Risk
| CTTPY Stock | | | USD 15.90 0.00 0.00% |
Technical inputs supporting the Value At Risk indicator for CTT Correios are shown here. The information is based on observed market data across timeframes. Coverage differences may occur across instruments and market segments. Cross-instrument Value At Risk comparisons are available via
Equity Screeners. CTT - has a market cap of 424.06 M, operating margin of 6.18%, ROE of 21.09%. Use
Trending Equities to view allocation positioning. Current allocation data is available for review. This reflects a position in CTT Correios. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in employment.
CTT Correios 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 CTT - |
| STD | = | Standard Deviation of CTT - |
| 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
CTT Correios 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 CTT - to Peers
Other Technical Indicators