Lennox International Value At Risk
| LII Stock | | | USD 477.21 -0.78 -0.16% |
This module presents the Value At Risk indicator for Lennox International using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings. Lennox International has a market cap of 16.74 B, operating margin of 19.75%, ROE of 75.83%.
Correlation Analysis adds portfolio-level perspective. The portfolio structure is presented for analytical context. The view is constructed from recorded portfolio positions. All figures are presented for informational review and are not prescriptive. The holding in Lennox International represents an allocation. It is represented within the portfolio holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
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Lennox International has current Value At Risk of
-3.29. 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)) |
| = | -3.29 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Lennox International is rated
below average for value at risk among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals .
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 Lennox International to Peers
Other Technical Indicators