Select Medical Value At Risk
| S24 Stock | | | EUR 13.80 0.10 0.73% |
The Value At Risk calculation for Select Medical draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Data availability for the calculation period determines indicator completeness. Additional screening context is available through
Equity Screeners. Select Medical has a market cap of 1.71 B, operating margin of 4.58%, ROE of 10.64%. Use
World Market Map to view allocation positioning. Current allocation data is available for review. A position in Select Medical Holdings appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. The information is analytical in nature and is not intended as a specific recommendation. 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.
Select Medical Holdings has current Value At Risk of
-2.34. 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)) |
| = | -2.34 | |
| ER[a] | = | Expected return on investing in Select Medical |
| STD | = | Standard Deviation of Select Medical |
| 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
Select Medical Holdings ranks
fourth among stocks in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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 Select Medical to Peers
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