FB Financial Value At Risk
| FBK Stock | | | USD 50.92 -0.20 -0.39% |
The Value At Risk indicator for FB Financial is constructed from normalized market data. Values reflect historical observations within the available dataset. The depth of trading history affects the precision of the indicator. FB Financial has a market cap of 2.73 B, operating margin of 43.05%, ROE of 6.98%. Review
Investing Opportunities for broader portfolio context. The overview captures current portfolio composition. The portfolio view uses available data to frame composition. This content does not constitute investment advice or a recommendation. The portfolio reflects a holding in FB Financial Corp. The position falls within the allocation view. The allocation approach determines the relative weighting of each position. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
FB Financial Corp has current Value At Risk of
-3.03. 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)) |
| = | -3.03 | |
| ER[a] | = | Expected return on investing in FB Financial |
| STD | = | Standard Deviation of FB Financial |
| 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
FB Financial Corp 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 FB Financial to Peers
Other Technical Indicators