Nemetschek Value At Risk
| NEMTF Stock | | | USD 80.10 0.10 0.12% |
Observed values used in the Value At Risk indicator for Nemetschek SE are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. Nemetschek has a market cap of 6.31 B, operating margin of 24.98%, ROE of 28.98%. Review
Correlation Analysis for broader portfolio context. The overview captures current portfolio composition. This reflects a position in Nemetschek SE. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in real.
Nemetschek SE has current Value At Risk of 0. 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)) |
| = | 0 | |
| 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 |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Nemetschek SE ranks
third among pink sheets 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.
Compare Nemetschek to Peers
Other Technical Indicators