Gevo Value At Risk
| GEVO Stock | | | USD 2.35 0.08 3.52% |
The Value At Risk profile for Gevo Inc is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Gevo has a market cap of 570.63 M, operating margin of -11.82%, current ratio of 24.49. See
Risk vs Return Analysis for additional portfolio context. Gevo Inc can be added to a watchlist or portfolio for position tracking. All figures are based on reported data and are informational in nature. Broader economic conditions can influence Gevo Inc's company valuation — related indicators include
signals in persons.
Gevo Inc has current Value At Risk of
-5.80. 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)) |
| = | -5.80 | |
| ER[a] | = | Expected return on investing in Gevo |
| STD | = | Standard Deviation of Gevo |
| 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
Gevo Inc is rated
below average in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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.
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