JLT Mobile Value At Risk
| JLT Stock | | | SEK 1.55 0.01 0.65% |
Technical inputs supporting the Value At Risk indicator for JLT Mobile Computers are shown here. Values are derived from historical price and volume observations. JLT Mobile has a market cap of 164.81 M, ROE of 7.63%. Review
Risk vs Return Analysis for a broader allocation view. Current allocation data is available for review. Allocation context is based on the most recent position data. This reflects a position in JLT Mobile Computers. 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 inflation.
JLT Mobile Computers has current Value At Risk of
-5.88. 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)) |
| = | -5.88 | |
| ER[a] | = | Expected return on investing in JLT Mobile |
| STD | = | Standard Deviation of JLT Mobile |
| 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
JLT Mobile Computers maintains a
second standing in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to 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 JLT Mobile to Peers
Other Technical Indicators