DevPort AB Value At Risk
| DEVP-B Stock | | | SEK 13.15 0.20 1.54% |
Reference data associated with the Value At Risk technical indicator for DevPort AB. Some instruments may provide partial coverage depending on trading history.
DevPort AB has current Value At Risk of
-4.66. 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)) |
| = | -4.66 | |
| ER[a] | = | Expected return on investing in DevPort AB |
| STD | = | Standard Deviation of DevPort AB |
| 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
DevPort AB is rated
second 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 DevPort AB to Peers
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