SPEAR Investments Value At Risk
| QEV Stock | | | 6.70 0.00 0.00% |
The Value At Risk profile for SPEAR Investments I is based on historical price and volume observations. The dataset is based on observed market activity where data is available. SPEAR Investments has a market cap of 117.25 M, operating margin of -36.72%, ROE of -3.47%. Portfolio-level context is available through
Your Equity Center. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. The holding in SPEAR Investments I represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. This dataset reflects observed data and is not advisory in nature. 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.
SPEAR Investments I has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in SPEAR Investments |
| STD | = | Standard Deviation of SPEAR Investments |
| 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
SPEAR Investments I earns the top ranking 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 SPEAR Investments to Peers
Other Technical Indicators