Nemetschek Value At Risk
| NEMKY Stock | | | USD 16.93 -1.21 -6.67% |
This technical indicator view for Value At Risk organizes signals for Nemetschek SE and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Nemetschek has a market cap of 6.69 B, operating margin of 24.98%, ROE of 28.98%.
Correlation Analysis can help frame allocation decisions. This includes a position in Nemetschek SE 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 industry.
Nemetschek SE has current Value At Risk of
-11.21. 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)) |
| = | -11.21 | |
| ER[a] | = | Expected return on investing in Nemetschek |
| STD | = | Standard Deviation of Nemetschek |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Nemetschek Value At Risk Peers Comparison
Nemetschek Value At Risk Relative To Other Indicators
Nemetschek SE 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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