Firm Capital Value At Risk
| FCD-UN Stock | | | 5.98 -0.04 -0.66% |
The Value At Risk profile for Firm Capital Property is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values. Related screening structures are referenced through
Equity Screeners. Firm Capital has a market cap of 221.18 M, operating margin of 55.05%, ROE of 8.31%. Review
Investing Opportunities for broader portfolio context. The overview captures current portfolio composition. The portfolio view uses available data to frame composition. The allocation shows a weighting toward Firm Capital Property. The position is captured in the allocation summary. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Firm Capital Property has current Value At Risk of
-1.15. 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)) |
| = | -1.15 | |
| ER[a] | = | Expected return on investing in Firm Capital |
| STD | = | Standard Deviation of Firm Capital |
| 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
Firm Capital Property is rated
second 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 Firm Capital to Peers
Other Technical Indicators