Greenbriar Capital Value At Risk
| GRB Stock | | | CAD 0.49 -0.01 -2.00% |
The Value At Risk signal for Greenbriar Capital Corp reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Indicator reliability depends on the continuity of available trading data. Greenbriar Capital has a market cap of 19.2 M, ROE of -99.46%. Use
Risk vs Return Analysis to view allocation positioning. Current allocation data is available for review. This suggests a position in Greenbriar Capital Corp. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. This dataset reflects observed data and is not advisory in nature. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Greenbriar Capital Corp has current Value At Risk of
-9.09. 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)) |
| = | -9.09 | |
| ER[a] | = | Expected return on investing in Greenbriar Capital |
| STD | = | Standard Deviation of Greenbriar Capital |
| 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
Greenbriar Capital Corp falls in the
fourth position for value at risk across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
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 Greenbriar Capital to Peers
Other Technical Indicators