Leidos Holdings Value At Risk
| LDOS Stock | | | USD 168.98 1.53 0.91% |
Reference data associated with the Value At Risk technical indicator for Leidos Holdings. Indicator values reflect available price and volume data where applicable.
Leidos Holdings has current Value At Risk of
-3.45. 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)) |
| = | -3.45 | |
| ER[a] | = | Expected return on investing in Leidos Holdings |
| STD | = | Standard Deviation of Leidos Holdings |
| 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
Leidos Holdings maintains a
second 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 Leidos Holdings to Peers
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