Dundee Corp Value At Risk
| DDEJF Stock | | | USD 2.69 0.02 0.75% |
Historical market data for Dundee Corp forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. Dundee Corp has a market cap of 87.75 M, operating margin of -1.92%, ROE of -7.43%. Review
Investing Opportunities for broader portfolio context. The portfolio reflects a holding in Dundee Corp. The position falls within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of economic analysis.
Dundee Corp has current Value At Risk of
-5.65. 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)) |
| = | -5.65 | |
| ER[a] | = | Expected return on investing in Dundee Corp |
| STD | = | Standard Deviation of Dundee Corp |
| 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
Dundee Corp is rated
below average 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.
Compare Dundee Corp to Peers
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