HCI Value At Risk
| HCI Stock | | | USD 164.79 -2.60 -1.55% |
HCI value at risk lookup summarizes this and related technical indicators for HCI Group. Availability can vary by instrument;
Equity Screeners offers additional screening access. HCI has a market cap of 2.17 B, operating margin of -3.6%, ROE of 40.46%. Review
Risk vs Return Analysis for broader portfolio context. The allocation includes a position in HCI Group in the portfolio 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 private.
HCI Group has current Value At Risk of
-3.67. 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)) |
| = | -3.67 | |
| ER[a] | = | Expected return on investing in HCI |
| STD | = | Standard Deviation of HCI |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
HCI Value At Risk Peers Comparison
HCI Value At Risk Relative To Other Indicators
HCI Group is rated
below average for value at risk among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals .
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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