Natwest Group Value At Risk
| NWG Stock | | | USD 15.08 -0.21 -1.37% |
Historical market data for Natwest Group PLC forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data. Market data gaps can influence the computed indicator values. Cross-instrument Value At Risk comparisons are available via
Equity Screeners. Natwest Group has a market cap of 65.09 B, operating margin of 52.53%, ROE of 13.88%. Review
Correlation Analysis for broader portfolio context. The overview captures current portfolio composition. The portfolio view uses available data to frame composition. This captures an allocation to Natwest Group PLC. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. No forward-looking guarantees are expressed or implied by this data. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
Natwest Group PLC has current Value At Risk of
-3.59. 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)) |
| = | -3.59 | |
| ER[a] | = | Expected return on investing in Natwest Group |
| STD | = | Standard Deviation of Natwest Group |
| 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
Natwest Group PLC is rated
below average in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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