Generac Holdings Value At Risk
| GNRC Stock | | | USD 200.69 -3.41 -1.67% |
This technical indicator view for Value At Risk organizes signals for Generac Holdings and comparable instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Generac Holdings has a market cap of 11.98 B, operating margin of -0.85%, ROE of 6.28%. See
Risk vs Return Analysis for portfolio-level analysis. This suggests a position in Generac Holdings within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in real.
Our
How to Buy Generac Stock guide explains the steps to invest in Generac Holdings stock.
Generac Holdings has current Value At Risk of
-4.12. 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)) |
| = | -4.12 | |
| ER[a] | = | Expected return on investing in Generac Holdings |
| STD | = | Standard Deviation of Generac Holdings |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Generac Holdings Value At Risk Peers Comparison
Generac Value At Risk Relative To Other Indicators
Generac Holdings 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.
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