Old Market Value At Risk
| OMCC Stock | | | 4.50 -0.20 -4.26% |
Technical inputs supporting the Value At Risk indicator for Old Market Capital are shown here. The information is based on observed market data across timeframes. Old Market has a market cap of 35.46 M, operating margin of -32.5%. Review
Your Equity Center for broader portfolio context. Old Market Capital can be tracked within a custom portfolio for ongoing monitoring. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Old Market Capital's company valuation — related indicators include
signals in housing.
Old Market Capital has current Value At Risk of
-12.39. 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)) |
| = | -12.39 | |
| ER[a] | = | Expected return on investing in Old Market |
| STD | = | Standard Deviation of Old Market |
| 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
Old Market Capital is rated
below average 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.
Compare Old Market to Peers
Other Technical Indicators