HeidelbergCement Value At Risk
| HLBZF Stock | | | USD 203.18 0.11 0.05% |
Historical market data for HeidelbergCement AG forms the basis of the Value At Risk indicator shown here. Cross-instrument Value At Risk comparisons are available via
Equity Screeners. HeidelbergCement has a market cap of 13.18 B, operating margin of 10.23%, current ratio of 1.06. Review
Risk vs Return Analysis for a broader allocation view. HeidelbergCement AG can be added to a watchlist or portfolio for position tracking. The information is presented without directional commentary. Broader economic conditions can influence HeidelbergCement AG's company valuation — related indicators include
signals in nation.
HeidelbergCement AG has current Value At Risk of
-6.92. 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)) |
| = | -6.92 | |
| ER[a] | = | Expected return on investing in HeidelbergCement |
| STD | = | Standard Deviation of HeidelbergCement |
| 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
HeidelbergCement AG is rated
below average 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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