Grupo Mexicano Value At Risk
| GMXDF Stock | | | USD 0.02 0.00 0.00% |
This technical indicator view for Value At Risk organizes signals for Grupo Mexicano de and comparable instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Grupo Mexicano has a market cap of 944, operating margin of 25.33%, ROE of 12.25%.
Risk vs Return Analysis can help frame allocation decisions. This suggests a position in Grupo Mexicano de inside the allocation mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in median.
Grupo Mexicano de has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in Grupo Mexicano |
| STD | = | Standard Deviation of Grupo Mexicano |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Grupo Mexicano Value At Risk Peers Comparison
Grupo Value At Risk Relative To Other Indicators
Grupo Mexicano de is rated
below average in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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