NETGEAR Value At Risk
| NTGR Stock | | | USD 24.46 2.40 10.88% |
The Value At Risk reading for NETGEAR is computed from historical trading observations. Values reflect historical observations within the available dataset. NETGEAR has a market cap of 694.73 M, operating margin of -2.75%, current ratio of 2.51.
Correlation Analysis can help frame allocation decisions. NETGEAR can be tracked within a custom portfolio for ongoing monitoring. All values are presented as reference data. Broader economic conditions can influence NETGEAR's company valuation — related indicators include
signals in census.
For more detail on NETGEAR Stock please use our
How to Invest in NETGEAR Stock guide.
NETGEAR has current Value At Risk of
-3.38. 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)) |
| = | -3.38 | |
| ER[a] | = | Expected return on investing in NETGEAR |
| STD | = | Standard Deviation of NETGEAR |
| 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
NETGEAR is ranked
second 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 NETGEAR to Peers
Other Technical Indicators