Lancaster Colony Value At Risk
| LANCDelisted Delisted Stock | | | USD 172.77 0.80 0.47% |
The Value At Risk indicator for Lancaster Colony is constructed from normalized market data. Related indicator context is organized within
Equity Screeners. Lancaster Colony has a market cap of 4.76 B, operating margin of 10.61%, current ratio of 2.12. Use
Correlation Analysis to explore allocation context. Broader economic conditions can influence Lancaster Colony's company valuation — related indicators include
signals in state.
Lancaster Colony has current Value At Risk of
-2.02. 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)) |
| = | -2.02 | |
| ER[a] | = | Expected return on investing in Lancaster Colony |
| STD | = | Standard Deviation of Lancaster Colony |
| 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
Lancaster Colony is rated
below average for value at risk relative to top peers. It is currently under evaluation for maximum drawdown relative to top 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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