OSG Value At Risk
| OSGCFDelisted Stock | | | USD 11.43 0.00 0.00% |
Observed values used in the Value At Risk indicator for OSG Corporation are included in this dataset. The underlying data comes from exchange-reported trading records. OSG has a market cap of 1.44 B, operating margin of 14.46%, ROE of 9.35%. See
Your Equity Center for portfolio-level analysis. Portfolio positioning is summarized for reference. Position-level data supports the allocation summary. This information is provided for contextual purposes. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in median.
OSG Corporation has current Value At Risk of
-10.14. 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)) |
| = | -10.14 | |
| ER[a] | = | Expected return on investing in OSG |
| STD | = | Standard Deviation of OSG |
| 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
OSG Corporation 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.
Other Technical Indicators