Erste Group Value At Risk
| EBO Stock | | | 91.80 -2.20 -2.34% |
This technical indicator view for Value At Risk organizes signals for Erste Group Bank and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Erste Group has a market cap of 35.78 B, operating margin of 49.73%, ROE of 13.14%. See
Investing Opportunities for portfolio-level analysis. This suggests a position in Erste Group Bank inside the allocation mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in median.
Erste Group Bank has current Value At Risk of
-2.75. 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)) |
| = | -2.75 | |
| ER[a] | = | Expected return on investing in Erste Group |
| STD | = | Standard Deviation of Erste Group |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Erste Group Value At Risk Peers Comparison
Erste Value At Risk Relative To Other Indicators
Erste Group Bank maintains a
fifth 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.
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