Itron Value At Risk
| ITRI Stock | | | USD 93.40 2.12 2.32% |
The Value At Risk reading for Itron Inc is computed from historical trading observations. Normalization methods and data feeds may affect reported values. Itron has a market cap of 4.1 B, operating margin of 13.93%, current ratio of 1.64. Allocation context is available in
Risk vs Return Analysis. Itron Inc can be added to a watchlist or portfolio for position tracking. This information is provided for contextual purposes. Broader economic conditions can influence Itron Inc's company valuation — related indicators include
signals in real.
Itron Inc has current Value At Risk of
-4.08. 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)) |
| = | -4.08 | |
| ER[a] | = | Expected return on investing in Itron |
| STD | = | Standard Deviation of Itron |
| 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
Itron Inc is rated
below average for value at risk among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals .
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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