Northern Trust Value At Risk
| NTRS Stock | | | USD 141.41 1.04 0.74% |
The Value At Risk indicator for Northern Trust is derived from observed market data. Exchange-specific data schedules may affect the recency of readings. Northern Trust has a market cap of 25.94 B, operating margin of 28.99%. For allocation context, review
Correlation Analysis. Tracking Northern Trust in a portfolio provides context for performance attribution. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence Northern Trust's company valuation — related indicators include
signals in real.
Our
How to Trade Northern Trust guide. The guide covers key considerations relevant to Northern Stock order placement. It provides context that complements the data on this page for Northern Trust.
Northern Trust has current Value At Risk of
-2.94. 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)) |
| = | -2.94 | |
| ER[a] | = | Expected return on investing in Northern Trust |
| STD | = | Standard Deviation of Northern Trust |
| 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
Northern Trust is rated
below average in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to 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.
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