NTT Data Value At Risk
This module presents the Value At Risk indicator for NTT Data Corp using available market inputs. This dataset is part of a broader indicator framework including
Equity Screeners. NTT Data has a market cap of 20.81 B, operating margin of 7.36%, current ratio of 1.27. Use
Correlation Analysis to explore allocation context. Broader economic conditions can influence NTT Data Corp's company valuation — related indicators include
signals in population.
NTT Data Corp has current Value At Risk of
-10.42. 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)) |
| = | -10.42 | |
| ER[a] | = | Expected return on investing in NTT Data |
| STD | = | Standard Deviation of NTT Data |
| 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
NTT Data Corp 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.
Other Technical Indicators