Lepanto Consolidated Value At Risk
| LC Stock | | | 0.18 -0.01 -5.26% |
This dataset for Lepanto Consolidated Mining reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. Lepanto Consolidated has a market cap of 9.92 B. Use
Correlation Analysis to view allocation positioning. Current allocation data is available for review. The summary draws on available position and value data. The allocation includes a position in Lepanto Consolidated Mining. It is distributed across the allocation. The weighting is determined by the allocation framework in use. The dataset reflects available inputs without directional implication. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in employment.
Lepanto Consolidated Mining has current Value At Risk of
-5.26. 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)) |
| = | -5.26 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Lepanto Consolidated Mining holds the
#2 position 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.
Compare Lepanto Consolidated to Peers
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