Mills Estruturas Value At Risk
| MILS3 Stock | | | BRL 13.58 -0.29 -2.09% |
The Value At Risk reading for Mills Estruturas e is computed from historical trading observations. Indicator reliability depends on the continuity of available trading data. Mills Estruturas has a market cap of 2.47 B, operating margin of 29.21%, current ratio of 1.88. See
Correlation Analysis for portfolio-level analysis. Tracking Mills Estruturas e in a portfolio provides context for performance attribution. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Mills Estruturas e's company valuation — related indicators include
signals in nation.
Mills Estruturas e has current Value At Risk of
-2.43. 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)) |
| = | -2.43 | |
| ER[a] | = | Expected return on investing in Mills Estruturas |
| STD | = | Standard Deviation of Mills Estruturas |
| 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
Mills Estruturas e maintains a
second standing 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 Mills Estruturas to Peers
Other Technical Indicators