MAGNUM MINING Value At Risk
| M8Z Stock | | | EUR 0.03 0.00 0.00% |
This dataset for MAGNUM MINING EXP reflects inputs used in the Value At Risk calculation. Data coverage may vary across sources and reporting intervals. MAGNUM MINING has a market cap of 25.8 M. Review
Correlation Analysis for a broader allocation view. Adding MAGNUM MINING EXP to a portfolio enables side-by-side comparison with other holdings. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence MAGNUM MINING EXP's company valuation — related indicators include
signals in state.
MAGNUM MINING EXP has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in MAGNUM MINING |
| STD | = | Standard Deviation of MAGNUM MINING |
| 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
MAGNUM MINING EXP leads all stocks 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 MAGNUM MINING to Peers