Sprott Physical Value At Risk
| PSLV Stock | | | CAD 29.87 -2.33 -7.24% |
Observed values used in the Value At Risk indicator for Sprott Physical Silver are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. Sprott Physical has a market cap of 22.35 B. Use
Your Equity Center to explore allocation context. Allocation data is presented for contextual reference. Allocation figures are based on reported position values. This includes a position in Sprott Physical Silver. The allocation reflects this within the position set. 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.
Sprott Physical Silver has current Value At Risk of
-9.12. 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)) |
| = | -9.12 | |
| ER[a] | = | Expected return on investing in Sprott Physical |
| STD | = | Standard Deviation of Sprott Physical |
| 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
Sprott Physical Silver is rated
below average 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 Sprott Physical to Peers
Other Technical Indicators