Refine Group Value At Risk
| REFINE Stock | | | 0.26 0.03 13.04% |
This module presents the Value At Risk indicator for Refine Group AB using available market inputs. The underlying data comes from exchange-reported trading records. Coverage differences may occur across instruments and market segments. This dataset is part of a broader indicator framework including
Equity Screeners.
For portfolio construction context, review
Your Equity Center. Diversification context helps frame allocation across holdings. The construction of a diversified portfolio involves managing position exposure. This summary reflects available observations without forecasting intent. 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.
Refine Group AB has current Value At Risk of
-13.64. 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)) |
| = | -13.64 | |
| ER[a] | = | Expected return on investing in Refine Group |
| STD | = | Standard Deviation of Refine Group |
| 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
Refine Group AB is rated
fourth in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading 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 Refine Group to Peers
Other Technical Indicators