Ralph Lauren Value At Risk
| RL Stock | | | USD 340.36 0.15 0.04% |
The Value At Risk reading for Ralph Lauren Corp is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. Indicator reliability depends on the continuity of available trading data. Extended technical indicator views are accessible through
Equity Screeners. Ralph Lauren has a market cap of 20.63 B, operating margin of 20.09%, ROE of 33.85%. Portfolio-level context is available through
Your Equity Center. The view reflects the current state of portfolio allocation. This captures an allocation to Ralph Lauren Corp. It is represented within the portfolio holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in state.
Ralph Lauren Corp has current Value At Risk of
-4.26. 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)) |
| = | -4.26 | |
| ER[a] | = | Expected return on investing in Ralph Lauren |
| STD | = | Standard Deviation of Ralph Lauren |
| 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
Ralph Lauren Corp is rated
below average for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its 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 Ralph Lauren to Peers
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