Duni AB Value At Risk
| DUNI Stock | | | SEK 94.10 -0.20 -0.21% |
Observed values used in the Value At Risk indicator for Duni AB are included in this dataset. The information is based on observed market data across timeframes. Data coverage may vary across sources and reporting intervals. Duni AB has a market cap of 4.33 B, operating margin of 5.08%, ROE of 5.32%. For allocation context, review
Investing Opportunities. Portfolio positioning is summarized for reference. A position in Duni AB is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Duni AB has current Value At Risk of
-2.32. 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)) |
| = | -2.32 | |
| ER[a] | = | Expected return on investing in Duni AB |
| STD | = | Standard Deviation of Duni 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
Duni AB maintains a
third standing 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 Duni AB to Peers
Other Technical Indicators