Rentokil Initial Value At Risk
| RTO Stock | | | USD 30.82 -0.79 -2.50% |
The Value At Risk reading for Rentokil Initial PLC is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values. Rentokil Initial has a market cap of 16.26 B, operating margin of 4.74%, ROE of 5.19%. See
Your Equity Center for portfolio-level analysis. Portfolio positioning is summarized for reference. Position-level data supports the allocation summary. This view summarizes available data without implying outcomes. The portfolio reflects a holding in Rentokil Initial PLC. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. This dataset reflects observed data and is not advisory in nature. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in real.
Rentokil Initial PLC has current Value At Risk of
-2.50. 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)) |
| = | -2.50 | |
| ER[a] | = | Expected return on investing in Rentokil Initial |
| STD | = | Standard Deviation of Rentokil Initial |
| 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
Rentokil Initial PLC 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.
Compare Rentokil Initial to Peers
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