NVR Value At Risk
| NVR Stock | | | USD 6,538 71.66 1.11% |
This technical indicator view for Value At Risk organizes signals for NVR Inc and comparable instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. NVR has a market cap of 18.36 B, operating margin of 17.36%, ROE of 33.19%. Use
Correlation Analysis to explore allocation context. This reflects a position in NVR Inc within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in persons.
NVR Inc has current Value At Risk of
-2.54. 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)) |
| = | -2.54 | |
| ER[a] | = | Expected return on investing in NVR |
| STD | = | Standard Deviation of NVR |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
NVR Value At Risk Peers Comparison
NVR Value At Risk Relative To Other Indicators
NVR Inc is ranked
fourth 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.
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