First Seacoast Value At Risk
| FSEA Stock | | | USD 12.91 0.13 1.02% |
Technical inputs supporting the Value At Risk indicator for First Seacoast Bancorp are shown here. Values are derived from historical price and volume observations. Availability can differ across markets, exchanges, and instruments. Additional screening context is available through
Equity Screeners. First Seacoast has a market cap of 60.69 M, operating margin of -1.73%, ROE of -3.36%.
Investing Opportunities adds portfolio-level perspective. The portfolio structure is presented for analytical context. The allocation includes a position in First Seacoast Bancorp. It is distributed across the allocation. The weighting is determined by the allocation framework in use. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in unemployment.
First Seacoast Bancorp has current Value At Risk of
-3.16. 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)) |
| = | -3.16 | |
| ER[a] | = | Expected return on investing in First Seacoast |
| STD | = | Standard Deviation of First Seacoast |
| 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
First Seacoast Bancorp is rated
below average 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 First Seacoast to Peers
Other Technical Indicators