Estee Lauder Value At Risk
| EL Stock | | | USD 85.92 0.32 0.37% |
The Value At Risk signal for Estee Lauder Companies reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Availability can differ across markets, exchanges, and instruments. Estee Lauder has a market cap of 31.08 B, operating margin of 14.26%, ROE of -4.34%. Allocation context is available in
Investing Opportunities. The portfolio view reflects current allocation structure. This includes a position in Estee Lauder Companies. The allocation reflects this within the position set. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in state.
Estee Lauder Companies has current Value At Risk of
-3.37. 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)) |
| = | -3.37 | |
| ER[a] | = | Expected return on investing in Estee Lauder |
| STD | = | Standard Deviation of Estee Lauder |
| 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
Estee Lauder Companies is rated
below average for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its peer group .
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 Estee Lauder to Peers
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