Main Street Value At Risk
| MAIN Stock | | | USD 54.85 -0.18 -0.33% |
Historical market data for Main Street Capital forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. Main Street has a market cap of 4.94 B, operating margin of 86.52%, current ratio of 0.42. See
Correlation Analysis for portfolio-level analysis. Portfolio analysis tools can evaluate how Main Street Capital fits within a broader allocation. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence Main Street Capital's company valuation — related indicators include
signals in gross domestic product.
Main Street Capital has current Value At Risk of
-2.41. 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)) |
| = | -2.41 | |
| ER[a] | = | Expected return on investing in Main Street |
| STD | = | Standard Deviation of Main Street |
| 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
Main Street Capital lands at
#4 in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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 Main Street to Peers
Other Technical Indicators