Rambus Value At Risk
| RMBS Stock | | | USD 95.93 3.24 3.50% |
The Value At Risk signal for Rambus Inc reflects patterns observed in trading data. Comparable indicator datasets are structured within
Equity Screeners. Rambus has a market cap of 9.89 B, operating margin of 37.23%, current ratio of 3.6. Portfolio-level context is available through
Your Equity Center. Including Rambus Inc in a portfolio enables allocation and risk analysis. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Rambus Inc's company valuation — related indicators include
signals in bureau of labor statistics.
Rambus Inc has current Value At Risk of
-7.18. 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)) |
| = | -7.18 | |
| ER[a] | = | Expected return on investing in Rambus |
| STD | = | Standard Deviation of Rambus |
| 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
Rambus Inc is rated
below average 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.
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