Ryanair Holdings Value At Risk
| RYAAY Stock | | | USD 61.29 -0.18 -0.29% |
Ryanair Holdings value at risk lookup summarizes this and related technical indicators for Ryanair Holdings PLC. Availability can vary by instrument;
Equity Screeners offers additional screening access. Ryanair Holdings has a market cap of 32.13 B, operating margin of 3.21%, ROE of 26.44%. Use
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Ryanair Holdings PLC has current Value At Risk of
-3.51. 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)) |
| = | -3.51 | |
| ER[a] | = | Expected return on investing in Ryanair Holdings |
| STD | = | Standard Deviation of Ryanair Holdings |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Ryanair Holdings Value At Risk Peers Comparison
Ryanair Value At Risk Relative To Other Indicators
Ryanair Holdings PLC is rated
below average in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading 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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