LG ELECTRONICS Value At Risk
| LGLD Stock | | | 18.00 1.20 7.14% |
The Value At Risk indicator for LG ELECTRONICS INC is derived from observed market data. Some instruments may report limited inputs depending on trading history.
Correlation Analysis provides context for diversified portfolio construction. All metrics are derived from available inputs and shown for reference. LG ELECTRONICS INC can be added to a watchlist or portfolio for position tracking. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence LG ELECTRONICS INC's company valuation — related indicators include
signals in inflation.
LG ELECTRONICS INC has current Value At Risk of
-6.67. 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)) |
| = | -6.67 | |
| ER[a] | = | Expected return on investing in LG ELECTRONICS |
| STD | = | Standard Deviation of LG ELECTRONICS |
| 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
LG ELECTRONICS INC is rated
below average 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 LG ELECTRONICS to Peers
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