Revolve Group Value At Risk
| RVLV Stock | | | USD 22.72 0.74 3.37% |
Historical market data for Revolve Group LLC forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data. Revolve Group has a market cap of 1.57 B, operating margin of 6.75%, current ratio of 2.64. Use
Your Equity Center to explore allocation context. Portfolio tools allow users to monitor Revolve Group LLC alongside other positions. All values are presented as reference data. Broader economic conditions can influence Revolve Group LLC's company valuation — related indicators include
signals in board of governors.
Revolve Group LLC has current Value At Risk of
-5.03. 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)) |
| = | -5.03 | |
| ER[a] | = | Expected return on investing in Revolve Group |
| STD | = | Standard Deviation of Revolve 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
Revolve Group LLC is rated
below average for value at risk across the peer group. It is currently under evaluation for maximum drawdown across the 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 Revolve Group to Peers
Other Technical Indicators