Grupo Aeroportuario Value At Risk
| OMAB Stock | | | USD 108.68 -2.60 -2.34% |
The Value At Risk indicator for Grupo Aeroportuario 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. Grupo Aeroportuario has a market cap of 5.37 B, operating margin of 51.8%, ROE of 48.84%. Allocation context is available in
Your Equity Center. The portfolio view reflects current allocation structure. The data reflects holdings as of the most recent update. This captures an allocation to Grupo Aeroportuario del. This is part of the broader portfolio composition. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Grupo Aeroportuario del has current Value At Risk of
-2.91. 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)) |
| = | -2.91 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Grupo Aeroportuario del is rated
second 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 Grupo Aeroportuario to Peers
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