Granite Point Value At Risk
| GPMT Stock | | | USD 1.64 -0.06 -3.53% |
The Value At Risk technical lookup provides context for Granite Point Mortgage and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Granite Point has market cap of 80.86 M, P/E of 37.88, operating margin of 2.45%. Review
Risk vs Return Analysis for broader portfolio context. This reflects a position in Granite Point Mortgage 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 state.
Granite Point Mortgage has current Value At Risk of
-5.33. 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)) |
| = | -5.33 | |
| ER[a] | = | Expected return on investing in Granite Point |
| STD | = | Standard Deviation of Granite Point |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Granite Point Value At Risk Peers Comparison
Granite Value At Risk Relative To Other Indicators
Granite Point Mortgage is rated
below average. in value at risk category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors .
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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