New Mountain Value At Risk
| NMFC Stock | | | USD 7.71 -0.18 -2.28% |
The Value At Risk signal for New Mountain Finance reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Indicator reliability depends on the continuity of available trading data. The
Equity Screeners module supports multi-indicator technical analysis. New Mountain has a market cap of 777.22 M, operating margin of 80.85%, ROE of 1.33%. Allocation context is available in
Correlation Analysis. Portfolio composition is shown for contextual purposes. The summary draws on available position and value data. This captures an allocation to New Mountain Finance. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. The dataset reflects available inputs without directional implication. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in price.
New Mountain Finance has current Value At Risk of
-2.28. 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)) |
| = | -2.28 | |
| ER[a] | = | Expected return on investing in New Mountain |
| STD | = | Standard Deviation of New Mountain |
| 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
New Mountain Finance holds the
#5 position for value at risk relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
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 New Mountain to Peers
Other Technical Indicators