Nippon Electric Value At Risk
| NPEGFDelisted Stock | | | USD 36.80 0.00 0.00% |
The Value At Risk signal for Nippon Electric Glass reflects patterns observed in trading data. Comparable indicator datasets are structured within
Equity Screeners. Nippon Electric has a market cap of 1.69 B, operating margin of 7.8%, current ratio of 2.21. Portfolio-level context is available through
Correlation Analysis. Broader economic conditions can influence Nippon Electric Glass's company valuation — related indicators include
signals in census.
Nippon Electric Glass 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 Nippon Electric |
| STD | = | Standard Deviation of Nippon Electric |
| 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
Nippon Electric Glass is rated
below average 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.
Other Technical Indicators