Restaurant Brands Value At Risk
| QSR Stock | | | USD 74.28 0.02 0.03% |
Observed values used to calculate the Value At Risk technical indicator for Restaurant Brands International. Technical inputs may vary across markets and data providers.
Restaurant Brands International has current Value At Risk of
-1.84. 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)) |
| = | -1.84 | |
| ER[a] | = | Expected return on investing in Restaurant Brands |
| STD | = | Standard Deviation of Restaurant Brands |
| 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
Restaurant Brands International outranks all peers for value at risk against industry peers. It is currently under evaluation for maximum drawdown against industry peers .
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 Restaurant Brands to Peers
Other Technical Indicators