KT Value At Risk
| KT Stock | | | USD 21.25 -0.39 -1.80% |
The Value At Risk profile for KT Corporation is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. KT has a market cap of 10.44 B, operating margin of 3.23%, ROE of 9.81%. Review
Correlation Analysis for broader portfolio context. The allocation includes a position in KT Corporation. The weighting is determined by the allocation framework in use. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in population.
KT Corporation has current Value At Risk of
-2.49. 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)) |
| = | -2.49 | |
| ER[a] | = | Expected return on investing in KT |
| STD | = | Standard Deviation of KT |
| 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
KT Corporation maintains a
third 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 KT to Peers
Other Technical Indicators