Martin Marietta Value At Risk
| MMX Stock | | | 483.90 -4.60 -0.94% |
This dataset for Martin Marietta Materials reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Martin Marietta has a market cap of 24.27 B. Use
Correlation Analysis to explore allocation context. Allocation data is presented for contextual reference. Allocation figures are based on reported position values. The information is presented without directional commentary. The portfolio reflects a holding in Martin Marietta Materials. The weighting is visible within the allocation breakdown. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in population.
Martin Marietta Materials has current Value At Risk of
-3.67. 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)) |
| = | -3.67 | |
| ER[a] | = | Expected return on investing in Martin Marietta |
| STD | = | Standard Deviation of Martin Marietta |
| 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
Martin Marietta Materials is rated
below average 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.
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