Marcopolo Value At Risk
| POMO4 Preferred Stock | | | BRL 6.12 -0.01 -0.16% |
The Value At Risk reading for Marcopolo SA is computed from historical trading observations. Normalization methods and data feeds may affect reported values. Marcopolo has a market cap of 2.81 B, operating margin of -1.8%, current ratio of 1.88.
Your Equity Center can help frame allocation decisions. Marcopolo SA can be included in a portfolio to evaluate diversification impact. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence Marcopolo SA's company valuation — related indicators include
signals in nation.
Marcopolo SA has current Value At Risk of
-2.91. 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)) |
| = | -2.91 | |
| ER[a] | = | Expected return on investing in Marcopolo |
| STD | = | Standard Deviation of Marcopolo |
| 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
Marcopolo SA maintains a
second standing in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to 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 Marcopolo to Peers
Other Technical Indicators