Ponce Financial Value At Risk vs. Kurtosis
| PDLB Stock | | | USD 16.30 -0.03 -0.18% |
The this indicator technical lookup provides context for Ponce Financial Group and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Ponce Financial has a market cap of 373.83 M, operating margin of 45.49%, ROE of 5.48%. Review
Your Equity Center for broader portfolio context. This reflects a position in Ponce Financial Group in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
Ponce Financial Group has current Value At Risk of
-2.44. 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)) |
| = | -2.44 | |
| ER[a] | = | Expected return on investing in Ponce Financial |
| STD | = | Standard Deviation of Ponce Financial |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Ponce Financial Value At Risk Peers Comparison
Ponce Value At Risk Relative To Other Indicators
Ponce Financial Group is rated
second in value at risk among leading competitors. It is currently under evaluation in kurtosis 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.
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