Mobilicom Limited Value At Risk
| MOB Stock | | | 5.73 0.20 3.62% |
This dataset for Mobilicom Limited American reflects inputs used in the Value At Risk calculation. Data availability for the calculation period determines indicator completeness. Mobilicom Limited has a market cap of 68.54 M, operating margin of -0.99%. See
Correlation Analysis for additional portfolio context. Mobilicom Limited American can be added to a watchlist or portfolio for position tracking. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence Mobilicom Limited American's company valuation — related indicators include
signals in metropolitan statistical area.
Mobilicom Limited American has current Value At Risk of
-11.70. 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)) |
| = | -11.70 | |
| ER[a] | = | Expected return on investing in Mobilicom Limited |
| STD | = | Standard Deviation of Mobilicom Limited |
| 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
Mobilicom Limited American 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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