OC Oerlikon Value At Risk
| OERLF Stock | | | USD 5.06 0.00 0.00% |
The Value At Risk indicator for OC Oerlikon is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. OC Oerlikon has a market cap of 1.72 B, operating margin of 7.66%, ROE of 12.71%. Allocation context is available in
Your Equity Center. Portfolio composition is shown for contextual purposes. The summary draws on available position and value data. This suggests a position in OC Oerlikon. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in state.
OC Oerlikon has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in OC Oerlikon |
| STD | = | Standard Deviation of OC Oerlikon |
| 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
OC Oerlikon 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.
Compare OC Oerlikon to Peers
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