Kezar Life Value At Risk
| KZR Stock | | | USD 6.85 -0.33 -4.60% |
The Value At Risk technical lookup provides context for Kezar Life Sciences and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Kezar Life has a market cap of 50.16 M, ROE of -56.86%.
Correlation Analysis can help frame allocation decisions. This suggests a position in Kezar Life Sciences across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Kezar Life Sciences has current Value At Risk of
-1.62. 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)) |
| = | -1.62 | |
| ER[a] | = | Expected return on investing in Kezar Life |
| STD | = | Standard Deviation of Kezar Life |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Kezar Life Value At Risk Peers Comparison
Kezar Value At Risk Relative To Other Indicators
Kezar Life Sciences outranks all peers 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.
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