Citizens Financial Value At Risk
| CZFS Stock | | | USD 60.04 -0.62 -1.02% |
The Value At Risk profile for Citizens Financial Services is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Citizens Financial has a market cap of 297.04 M, operating margin of 46.85%. Use
Trending Equities to explore allocation context. Monitoring Citizens Financial Services within a portfolio highlights how it interacts with other holdings. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence Citizens Financial Services's company valuation — related indicators include
signals in price.
Citizens Financial Services has current Value At Risk of
-3.45. 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)) |
| = | -3.45 | |
| ER[a] | = | Expected return on investing in Citizens Financial |
| STD | = | Standard Deviation of Citizens Financial |
| 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
Citizens Financial Services is rated
below average in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to 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 Citizens Financial to Peers
Other Technical Indicators