El Puerto Value At Risk
| ELPQFDelisted Stock | | | USD 5.18 0.00 0.00% |
The Value At Risk reading for El Puerto De is computed from historical trading observations. Values reflect historical observations within the available dataset. El Puerto has a market cap of 9.64 B, operating margin of 14.21%, ROE of 14.02%. Review
Investing Opportunities for broader portfolio context. The overview captures current portfolio composition. The portfolio view uses available data to frame composition. This summary reflects available observations without forecasting intent. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in producer price index.
El Puerto De has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in El Puerto |
| STD | = | Standard Deviation of El Puerto |
| 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
El Puerto De ranks
third among pink sheets in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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.
Other Technical Indicators