JPMorgan Chase Value At Risk
| JPM-PL Preferred Stock | | | USD 19.32 0.17 0.89% |
Observed values used in the Value At Risk indicator for JPMorgan Chase Co are included in this dataset. The underlying data comes from exchange-reported trading records. JPMorgan Chase has operating margin of 41.98%. Use
Risk vs Return Analysis to view allocation positioning. Including JPMorgan Chase Co in a portfolio enables allocation and risk analysis. Rebalancing tools flag when weights drift from target allocations. Broader economic conditions can influence JPMorgan Chase Co's company valuation — related indicators include
signals in inflation.
JPMorgan Chase Co has current Value At Risk of
-0.80. 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)) |
| = | -0.80 | |
| ER[a] | = | Expected return on investing in JPMorgan Chase |
| STD | = | Standard Deviation of JPMorgan Chase |
| 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
JPMorgan Chase Co sits atop the peer group for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its peer group .
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 JPMorgan Chase to Peers
Other Technical Indicators