Immersion Value At Risk
| IMMR Stock | | | USD 5.86 -0.21 -3.46% |
The Value At Risk indicator for Immersion is derived from observed market data. The dataset is based on observed market activity where data is available. Immersion has a market cap of 216.13 M, operating margin of 4.07%, ROE of 19.55%. Use
Risk vs Return Analysis to explore allocation context. Allocation data is presented for contextual reference. This reflects a position in Immersion. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
Before investing in Immersion Stock, review our
How to Buy Immersion guide for key considerations.
Immersion has current Value At Risk of
-3.81. 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)) |
| = | -3.81 | |
| ER[a] | = | Expected return on investing in Immersion |
| STD | = | Standard Deviation of Immersion |
| 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
Immersion is ranked
fourth for value at risk against industry peers. It is currently under evaluation for maximum drawdown against industry peers .
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 Immersion to Peers
Other Technical Indicators