OFG Bancorp Value At Risk
| OFG Stock | | | USD 39.29 0.09 0.23% |
OFG Bancorp value at risk lookup summarizes this and related technical indicators for OFG Bancorp. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. OFG Bancorp has a market cap of 1.7 B, operating margin of 33.13%, ROE of 15.51%. Use
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OFG Bancorp has current Value At Risk of
-2.98. 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)) |
| = | -2.98 | |
| ER[a] | = | Expected return on investing in OFG Bancorp |
| STD | = | Standard Deviation of OFG Bancorp |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
OFG Bancorp Value At Risk Peers Comparison
OFG Value At Risk Relative To Other Indicators
OFG Bancorp 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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