NWS Holdings Value At Risk
| NWSGY Stock | | | USD 10.27 0.67 6.98% |
The Value At Risk signal for NWS Holdings Ltd reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. NWS Holdings has a market cap of 3.74 B, operating margin of 7.54%, current ratio of 0.73. See
Correlation Analysis for portfolio-level analysis. Portfolio analysis tools can evaluate how NWS Holdings Ltd fits within a broader allocation. All figures are based on reported data and are informational in nature. Broader economic conditions can influence NWS Holdings Ltd's company valuation — related indicators include
signals in census.
NWS Holdings Ltd has current Value At Risk of
-3.14. 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)) |
| = | -3.14 | |
| ER[a] | = | Expected return on investing in NWS Holdings |
| STD | = | Standard Deviation of NWS Holdings |
| 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
NWS Holdings Ltd 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.
Compare NWS Holdings to Peers
Other Technical Indicators