Mueller Water Value At Risk
| MWA Stock | | | USD 27.74 0.12 0.43% |
The Value At Risk lookup presents technical context for Mueller Water Products and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Mueller Water has a market cap of 4.34 B, operating margin of 18.86%, ROE of 21.55%.
Correlation Analysis can help frame allocation decisions. The allocation includes a position in Mueller Water Products within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Mueller Water Products has current Value At Risk of
-1.87. 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)) |
| = | -1.87 | |
| ER[a] | = | Expected return on investing in Mueller Water |
| STD | = | Standard Deviation of Mueller Water |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Mueller Water Value At Risk Peers Comparison
Mueller Value At Risk Relative To Other Indicators
Mueller Water Products is rated
second 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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