Home Federal Value At Risk
| HFBL Stock | | | USD 16.20 0.46 2.92% |
The Value At Risk indicator for Home Federal is constructed from normalized market data. Some instruments may report limited inputs depending on trading history. Home Federal has a market cap of 47.1 M, operating margin of 37.1%. Allocation context is available in
Risk vs Return Analysis. Home Federal Bancorp can be added to a watchlist or portfolio for position tracking. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence Home Federal Bancorp's company valuation — related indicators include
signals in bureau of labor statistics.
Home Federal Bancorp has current Value At Risk of
-5.79. 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)) |
| = | -5.79 | |
| ER[a] | = | Expected return on investing in Home Federal |
| STD | = | Standard Deviation of Home Federal |
| 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
Home Federal Bancorp is rated
below average for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its peer group .
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 Home Federal to Peers
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