Petróleo Brasileiro Value At Risk
| PBR-A Preferred Stock | | | USD 17.90 -0.02 -0.11% |
The Value At Risk signal for Petrleo Brasileiro SA reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Availability can differ across markets, exchanges, and instruments. Petróleo Brasileiro has a market cap of 72.61 B, operating margin of 31.58%, ROE of 18.48%. Portfolio-level context is available through
Your Equity Center. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. This suggests a position in Petrleo Brasileiro SA. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. All values are based on available data and provided as reference information. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Petrleo Brasileiro SA has current Value At Risk of
-1.83. 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)) |
| = | -1.83 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Petrleo Brasileiro SA is rated
below average 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 Petróleo Brasileiro to Peers
Other Technical Indicators