Blue Owl Value At Risk
| OBDC Stock | | | 10.95 -0.04 -0.36% |
Blue Owl value at risk lookup summarizes this and related technical indicators for Blue Owl Capital. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Blue Owl has a market cap of 5.6 B, operating margin of 75.88%, ROE of 9.4%. Use
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Blue Owl Capital has current Value At Risk of
-3.29. 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)) |
| = | -3.29 | |
| ER[a] | = | Expected return on investing in Blue Owl |
| STD | = | Standard Deviation of Blue Owl |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Blue Owl Value At Risk Peers Comparison
Blue Value At Risk Relative To Other Indicators
Blue Owl Capital holds the
#3 position for value at risk relative to top peers. It is currently under evaluation for maximum drawdown relative to top 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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