FMC Value At Risk
| FMC Stock | | | USD 13.69 -0.24 -1.72% |
Observed values used in the Value At Risk indicator for FMC Corporation are included in this dataset. The underlying data comes from exchange-reported trading records. FMC has a market cap of 1.74 B, operating margin of 9.5%, ROE of -66.61%. For allocation context, review
Investing Opportunities. Allocation details are provided as informational context. Allocation context is based on the most recent position data. This dataset reflects observed data and is not advisory in nature. The allocation shows a weighting toward FMC Corporation. 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 board of governors.
FMC Corporation has current Value At Risk of
-5.71. 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)) |
| = | -5.71 | |
| ER[a] | = | Expected return on investing in FMC |
| STD | = | Standard Deviation of FMC |
| 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
FMC Corporation 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.
Compare FMC to Peers
Other Technical Indicators