Adams Natural Value At Risk
| PEO Fund | | | USD 27.37 0.42 1.56% |
The Value At Risk profile for Adams Natural Resources is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Adams Natural has a market cap of 533.86 M, operating margin of 84.54%, current ratio of 1.33. Use
Your Equity Center to explore allocation context. Tracking Adams Natural Resources in a portfolio provides context for performance attribution. All figures are based on reported data and are informational in nature. Broader economic conditions can influence Adams Natural Resources's fund valuation — related indicators include
signals in median.
Adams Natural Resources has current Value At Risk of
-1.29. 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)) |
| = | -1.29 | |
| ER[a] | = | Expected return on investing in Adams Natural |
| STD | = | Standard Deviation of Adams Natural |
| 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
Adams Natural Resources is rated
below average in value at risk compared to similar funds. It is currently under evaluation in maximum drawdown compared to similar funds .
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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