Mitsubishi UFJ Value At Risk
| MUFG Stock | | | USD 16.66 0.21 1.28% |
The Value At Risk calculation for Mitsubishi UFJ draws on price and volume history. Data availability for the calculation period determines indicator completeness. Mitsubishi UFJ has a market cap of 185.68 B, operating margin of 34.84%. Use
Correlation Analysis to explore allocation context. Tracking Mitsubishi UFJ Financial in a portfolio provides context for performance attribution. All values are based on available data and provided as reference information. Broader economic conditions can influence Mitsubishi UFJ Financial's company valuation — related indicators include
signals in price.
Mitsubishi UFJ Financial has current Value At Risk of
-2.95. 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)) |
| = | -2.95 | |
| ER[a] | = | Expected return on investing in Mitsubishi UFJ |
| STD | = | Standard Deviation of Mitsubishi UFJ |
| 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
Mitsubishi UFJ Financial ranks
fifth among stocks in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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