IDACORP Value At Risk
| IDA Stock | | | USD 135.48 -4.23 -3.03% |
This dataset for IDACORP reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. This dataset is part of a broader indicator framework including
Equity Screeners. IDACORP has a market cap of 7.44 B, operating margin of 12.87%, ROE of 9.37%. Use
Risk vs Return Analysis to explore allocation context. The allocation summary reflects available position data. Composition figures are derived from reported holdings. This includes a position in IDACORP. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. The information is analytical in nature and is not intended as a specific recommendation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
For more information on how to buy IDACORP Stock please use our
How to Buy IDACORP Stock guide.
IDACORP has current Value At Risk of
-1.72. 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)) |
| = | -1.72 | |
| ER[a] | = | Expected return on investing in IDACORP |
| STD | = | Standard Deviation of IDACORP |
| 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
IDACORP is rated
fifth 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.
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