RONN Value At Risk
| RONN Stock | | | 0.30 -0.01 -3.23% |
The Value At Risk calculation for RONN draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator.
Your Equity Center provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Diversification context is built from the relationships between portfolio holdings. The data shown is informational and should not be interpreted as guidance. 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.
RONN Inc has current Value At Risk of
-99.00. 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)) |
| = | -99.00 | |
| ER[a] | = | Expected return on investing in RONN |
| STD | = | Standard Deviation of RONN |
| 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
RONN Inc is rated
below average in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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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