Natural Resource Value At Risk
| NRP Stock | | | USD 121.20 -1.60 -1.30% |
Observed values used in the Value At Risk indicator for Natural Resource Partners are included in this dataset. The underlying data comes from exchange-reported trading records. Natural Resource has a market cap of 1.36 B, operating margin of 66.46%, ROE of 26.26%. Use
Correlation Analysis to view allocation positioning. Allocation details are provided as informational context. Position-level data supports the allocation summary. This suggests a position in Natural Resource Partners. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
Natural Resource Partners has current Value At Risk of
-1.63. 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)) |
| = | -1.63 | |
| ER[a] | = | Expected return on investing in Natural Resource |
| STD | = | Standard Deviation of Natural Resource |
| 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
Natural Resource Partners outranks all peers for value at risk against industry peers. It is currently under evaluation for maximum drawdown against industry 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 Natural Resource to Peers
Other Technical Indicators