Song Hong Value At Risk
| ICG Stock | | | 18,100 100.00 0.56% |
This dataset for Song Hong Construction reflects inputs used in the Value At Risk calculation. Data coverage may vary across sources and reporting intervals. Use
Risk vs Return Analysis to better understand diversified portfolio construction. Allocation decisions are shaped by the composition and weighting of holdings. This suggests a position in Song Hong Construction. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Song Hong Construction has current Value At Risk of
-3.11. 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)) |
| = | -3.11 | |
| ER[a] | = | Expected return on investing in Song Hong |
| STD | = | Standard Deviation of Song Hong |
| 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
Song Hong Construction lands at
#4 in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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 Song Hong to Peers
Other Technical Indicators