Matsui Securities Value At Risk
| MAUSY Stock | | | USD 12.05 -0.31 -2.51% |
The Value At Risk lookup presents technical context for Matsui Securities Co and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Matsui Securities has a market cap of 1.54 B, operating margin of 41.15%, ROE of 11.39%.
Correlation Analysis can help frame allocation decisions. The allocation includes a position in Matsui Securities Co within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
Matsui Securities Co 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 Matsui Securities |
| STD | = | Standard Deviation of Matsui Securities |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Matsui Securities Value At Risk Peers Comparison
Matsui Value At Risk Relative To Other Indicators
Matsui Securities Co is rated
below average in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading 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.
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