Geely Automobile Value At Risk
| GRU Stock | | | EUR 2.22 0.16 7.77% |
This dataset for Geely Automobile Holdings reflects inputs used in the Value At Risk calculation. Extended technical indicator views are accessible through
Equity Screeners. Geely Automobile has a market cap of 23.97 B, operating margin of 2.52%, current ratio of 0.98. See
Risk vs Return Analysis for portfolio-level analysis. Portfolio tools allow users to monitor Geely Automobile Holdings alongside other positions. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Geely Automobile Holdings's company valuation — related indicators include
signals in inflation.
Geely Automobile Holdings has current Value At Risk of
-2.76. 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)) |
| = | -2.76 | |
| ER[a] | = | Expected return on investing in Geely Automobile |
| STD | = | Standard Deviation of Geely Automobile |
| 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
Geely Automobile Holdings ranks
third among stocks 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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