Keck Seng Value At Risk
| KEC Stock | | | EUR 0.25 0.00 0.00% |
The Value At Risk calculation for Keck Seng draws on price and volume history. Related screening structures are referenced through
Equity Screeners. Keck Seng has a market cap of 90.92 M, operating margin of 20.66%, current ratio of 3.74. Use
Correlation Analysis to view allocation positioning. Adding Keck Seng Investments to a portfolio enables side-by-side comparison with other holdings. All values are based on available data and provided as reference information. Broader economic conditions can influence Keck Seng Investments's company valuation — related indicators include
signals in state.
Keck Seng Investments has current Value At Risk of
-8.33. 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)) |
| = | -8.33 | |
| ER[a] | = | Expected return on investing in Keck Seng |
| STD | = | Standard Deviation of Keck Seng |
| 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
Keck Seng Investments is rated
below average in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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