Expedia Value At Risk
| EXPE Stock | | | USD 227.48 -0.17 -0.07% |
This technical indicator view for Value At Risk organizes signals for Expedia Group and comparable instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Expedia has a market cap of 28.23 B, operating margin of 15.45%, ROE of 48.67%. See
Investing Opportunities for portfolio-level analysis. This suggests a position in Expedia Group across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Expedia Group has current Value At Risk of
-5.76. 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)) |
| = | -5.76 | |
| ER[a] | = | Expected return on investing in Expedia |
| STD | = | Standard Deviation of Expedia |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Expedia Value At Risk Peers Comparison
Expedia Value At Risk Relative To Other Indicators
Expedia Group is rated
below average for value at risk relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
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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