Hitachi Value At Risk vs. Expected Short fall
| HTHIF Pink Sheet | | | USD 30.68 -0.23 -0.74% |
The this indicator indicator for Hitachi is constructed from normalized market data. Some instruments may report limited inputs depending on trading history. Hitachi has a market cap of 50.14 B, operating margin of 5.73%, current ratio of 1.12. See
Risk vs Return Analysis for additional portfolio context. Including Hitachi in a portfolio enables allocation and risk analysis. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Hitachi's company valuation — related indicators include
signals in gross domestic product.
Hitachi has current Value At Risk of
-5.34. 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)) |
| = | -5.34 | |
| ER[a] | = | Expected return on investing in Hitachi |
| STD | = | Standard Deviation of Hitachi |
| 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
Hitachi is rated
below average in value at risk across its competitive set. It is currently under evaluation in expected short fall 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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