Hellenic Exchanges Value At Risk
| HEXEY Stock | | | USD 14.20 0.00 0.00% |
The Value At Risk profile for Hellenic Exchanges Athens is based on historical price and volume observations. The
Equity Screeners framework provides wider technical analysis context. Hellenic Exchanges has a market cap of 191.64 M, operating margin of 23.46%, current ratio of 1.26. Review
Risk vs Return Analysis for broader portfolio context. Portfolio tools allow users to monitor Hellenic Exchanges Athens alongside other positions. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Hellenic Exchanges Athens's company valuation — related indicators include
signals in median.
Hellenic Exchanges Athens has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in Hellenic Exchanges |
| STD | = | Standard Deviation of Hellenic Exchanges |
| 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
Hellenic Exchanges Athens is rated
third 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 Hellenic Exchanges to Peers
Other Technical Indicators