Great-West Lifeco Value At Risk
| GWLIF Stock | | | USD 46.88 0.56 1.21% |
Historical market data for Great West Lifeco forms the basis of the Value At Risk indicator shown here. Related indicator context is organized within
Equity Screeners. Great-West Lifeco has a market cap of 25.09 B, operating margin of 9.72%, current ratio of 26.0. Review
Risk vs Return Analysis for broader portfolio context. Portfolio tools allow users to monitor Great West Lifeco alongside other positions. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence Great West Lifeco's company valuation — related indicators include
signals in gross domestic product.
Great West Lifeco has current Value At Risk of
-1.91. 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)) |
| = | -1.91 | |
| ER[a] | = | Expected return on investing in Great-West Lifeco |
| STD | = | Standard Deviation of Great-West Lifeco |
| 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
Great West Lifeco ranks
fifth among pink sheets 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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