Hermes International Value At Risk
| HESAY Stock | | | USD 191.01 -0.99 -0.52% |
The Value At Risk indicator for Hermes International is constructed from normalized market data. Values reflect historical observations within the available dataset. Hermes International has a market cap of 197.18 B, operating margin of 41.18%, current ratio of 3.6. See
Risk vs Return Analysis for portfolio-level analysis. Tracking Hermes International SA in a portfolio provides context for performance attribution. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Hermes International SA's company valuation — related indicators include
signals in nation.
Hermes International SA has current Value At Risk of
-3.80. 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)) |
| = | -3.80 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Hermes International SA is rated
fourth in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
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 Hermes International to Peers
Other Technical Indicators