PetroGas Value At Risk
| PTCO Stock | | | USD 0.05 0.002 4.00% |
The Value At Risk indicator for PetroGas is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. PetroGas has a market cap of 9.3 M. See
Your Equity Center for additional portfolio context. The allocation summary reflects available position data. Portfolio metrics are derived from available position data. No forward-looking guarantees are expressed or implied by this data. A position in PetroGas Co is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. Reported data is organized for reference and does not imply a course of action. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in median.
PetroGas Co has current Value At Risk of
-25.93. 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)) |
| = | -25.93 | |
| ER[a] | = | Expected return on investing in PetroGas |
| STD | = | Standard Deviation of PetroGas |
| 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
PetroGas Co 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.
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