PagSeguro Digital Value At Risk
| PAGS Stock | | | USD 9.25 -0.37 -3.85% |
This dataset for PagSeguro Digital reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. PagSeguro Digital has a market cap of 2.69 B, operating margin of 39.03%, ROE of 14.46%. Use
Your Equity Center to view allocation positioning. Allocation details are provided as informational context. Position-level data supports the allocation summary. This overview is based on available data and does not express a directional view. The allocation includes a position in PagSeguro Digital. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. The information is analytical in nature and is not intended as a specific recommendation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in census.
To learn how to invest in PagSeguro Stock, please use our
How to Invest in PagSeguro Digital guide.
PagSeguro Digital has current Value At Risk of
-6.38. 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)) |
| = | -6.38 | |
| ER[a] | = | Expected return on investing in PagSeguro Digital |
| STD | = | Standard Deviation of PagSeguro Digital |
| 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
PagSeguro Digital is rated
below average in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to 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.
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