PTT Exploration Value At Risk
| PEXNY Stock | | | USD 6.35 -1.04 -14.07% |
This technical indicator view for Value At Risk organizes signals for PTT Exploration Production and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. PTT Exploration has a market cap of 25.75 B, operating margin of 50.39%, ROE of 15.14%. See
Your Equity Center for portfolio-level analysis. This suggests a position in PTT Exploration Production within the portfolio mix. 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.
PTT Exploration Production has current Value At Risk of
-11.11. 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)) |
| = | -11.11 | |
| ER[a] | = | Expected return on investing in PTT Exploration |
| STD | = | Standard Deviation of PTT Exploration |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
PTT Exploration Value At Risk Peers Comparison
PTT Value At Risk Relative To Other Indicators
PTT Exploration Production is rated
below average. in value at risk category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top 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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