Phillips Edison Value At Risk
| PECO Stock | | | USD 36.88 0.05 0.14% |
This module presents the Value At Risk indicator for Phillips Edison Co using available market inputs. Coverage differences may occur across instruments and market segments. Phillips Edison has a market cap of 5.1 B, operating margin of 28.74%, current ratio of 1.63. Use
Your Equity Center to view allocation positioning. Monitoring Phillips Edison Co within a portfolio highlights how it interacts with other holdings. This information is provided for contextual purposes. Broader economic conditions can influence Phillips Edison Co's company valuation — related indicators include
signals in housing.
Phillips Edison Co has current Value At Risk of
-0.97. 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)) |
| = | -0.97 | |
| ER[a] | = | Expected return on investing in Phillips Edison |
| STD | = | Standard Deviation of Phillips Edison |
| 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
Phillips Edison Co takes the leading position in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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 Phillips Edison to Peers
Other Technical Indicators