Pender Growth Value At Risk
| PTF Stock | | | CAD 15.51 -0.24 -1.52% |
Historical market data for Pender Growth forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data. Pender Growth has a market cap of 108.66 M, operating margin of 111.38%, current ratio of 0.14. Allocation context is available in
Your Equity Center. Monitoring Pender Growth within a portfolio highlights how it interacts with other holdings. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Pender Growth's company valuation — related indicators include
signals in inflation.
Pender Growth has current Value At Risk of
-1.76. 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)) |
| = | -1.76 | |
| ER[a] | = | Expected return on investing in Pender Growth |
| STD | = | Standard Deviation of Pender Growth |
| 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
Pender Growth falls in the
third position for value at risk across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
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 Pender Growth to Peers
Other Technical Indicators