AMDocs Value At Risk
| DOX Stock | | | USD 63.69 -1.41 -2.17% |
Technical inputs supporting the Value At Risk indicator for Amdocs are shown here. Cross-instrument Value At Risk comparisons are available via
Equity Screeners. AMDocs has a market cap of 6.88 B, operating margin of 18.86%, current ratio of 1.6. Allocation context is available in
Investing Opportunities. Amdocs can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Amdocs's company valuation — related indicators include
signals in metropolitan statistical area.
Read more about AMDocs Stock in our
How to Buy AMDocs Stock guide. It covers account setup, order types, and timing considerations for AMDocs. It serves as a practical starting point for AMDocs Stock research.
Amdocs has current Value At Risk of
-3.49. 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)) |
| = | -3.49 | |
| ER[a] | = | Expected return on investing in AMDocs |
| STD | = | Standard Deviation of AMDocs |
| 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
Amdocs is rated
fifth 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.
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