Playtech Plc Value At Risk
| PTEC Stock | | | 358.00 2.50 0.70% |
The Value At Risk signal for Playtech Plc reflects patterns observed in trading data. The
Equity Screeners module supports multi-indicator technical analysis. Playtech Plc has a market cap of 1.01 B, operating margin of -11.42%. Review
Your Equity Center for a broader allocation view. Portfolio tools allow users to monitor Playtech Plc alongside other positions. Portfolio views show how individual holdings contribute to aggregate returns. Broader economic conditions can influence Playtech Plc's company valuation — related indicators include
signals in inflation.
Playtech Plc has current Value At Risk of
-3.62. 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)) |
| = | -3.62 | |
| ER[a] | = | Expected return on investing in Playtech Plc |
| STD | = | Standard Deviation of Playtech Plc |
| 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
Playtech Plc maintains a
third 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 Playtech Plc to Peers
Other Technical Indicators