Faraday Future Value At Risk vs. Skewness
| FFAIW Stock | | | 0.02 0.01 73.55% |
Historical market data for Faraday Future Intelligent forms the basis of the this indicator indicator shown here. Coverage may vary depending on data availability and normalization methods. Use
Investing Opportunities to better understand diversified portfolio construction. All values are presented as reference data. Faraday Future Intelligent can be evaluated within a portfolio framework for weight and risk impact. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence Faraday Future Intelligent's company valuation — related indicators include
signals in gross domestic product.
Faraday Future Intelligent has current Value At Risk of
-14.93. 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)) |
| = | -14.93 | |
| ER[a] | = | Expected return on investing in Faraday Future |
| STD | = | Standard Deviation of Faraday Future |
| 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
Faraday Future Intelligent falls in the
fourth position for value at risk across the peer group. It is currently under evaluation for skewness across the 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 Faraday Future to Peers
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