KBR Value At Risk
| KBR Stock | | | USD 37.83 -0.01 -0.03% |
This module presents the Value At Risk indicator for KBR Inc using available market inputs. This dataset is part of a broader indicator framework including
Equity Screeners. KBR has a market cap of 4.81 B, operating margin of 7.64%, current ratio of 1.24. Allocation context is available in
Correlation Analysis. Adding KBR Inc to a portfolio enables side-by-side comparison with other holdings. This enables performance tracking across the full position set. Broader economic conditions can influence KBR Inc's company valuation — related indicators include
signals in bureau of labor statistics.
KBR Inc has current Value At Risk of
-3.83. 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)) |
| = | -3.83 | |
| ER[a] | = | Expected return on investing in KBR |
| STD | = | Standard Deviation of KBR |
| 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
KBR Inc is rated
below average 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 KBR to Peers
Other Technical Indicators