Bank Pan Value At Risk
| PNBN Stock | | | IDR 1,000.00 -15.00 -1.48% |
The Value At Risk technical lookup provides context for Bank Pan Indonesia and related instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Bank Pan has a market cap of 35.64 T, operating margin of 35.46%, ROE of 4.17%. Review
Your Equity Center for broader portfolio context. This reflects a position in Bank Pan Indonesia across the allocation. 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.
Bank Pan Indonesia has current Value At Risk of
-4.19. 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)) |
| = | -4.19 | |
| ER[a] | = | Expected return on investing in Bank Pan |
| STD | = | Standard Deviation of Bank Pan |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Bank Pan Value At Risk Peers Comparison
Bank Value At Risk Relative To Other Indicators
Bank Pan Indonesia 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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