Duroc AB Value At Risk
| DURC-B Stock | | | SEK 17.90 0.35 1.99% |
This technical indicator view for Value At Risk organizes signals for Duroc AB and comparable instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Duroc AB has a market cap of 871.48 M, operating margin of 0.49%, ROE of -15.5%. See
Investing Opportunities for portfolio-level analysis. This suggests a position in Duroc AB 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 inflation.
Duroc AB has current Value At Risk of
-4.76. 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)) |
| = | -4.76 | |
| ER[a] | = | Expected return on investing in Duroc AB |
| STD | = | Standard Deviation of Duroc AB |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Duroc AB Value At Risk Peers Comparison
Duroc Value At Risk Relative To Other Indicators
Duroc AB currently holds the
# 5 position in value at risk category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top 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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