Embassy Bancorp Value At Risk
| EMYB Stock | | | USD 19.60 -0.10 -0.51% |
Technical inputs supporting the Value At Risk indicator for Embassy Bancorp are shown here. Coverage differences may occur across instruments and market segments. Embassy Bancorp has a market cap of 139.61 M, operating margin of 47.99%, ROE of 17.33%. Allocation context is available in
Investing Opportunities. A position in Embassy Bancorp is part of the allocation. It is reflected in the overall portfolio structure. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in private.
Embassy Bancorp has current Value At Risk of
-0.90. 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)) |
| = | -0.90 | |
| ER[a] | = | Expected return on investing in Embassy Bancorp |
| STD | = | Standard Deviation of Embassy Bancorp |
| 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
Embassy Bancorp is rated
third in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading 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 Embassy Bancorp to Peers
Other Technical Indicators