SBB-B Value At Risk
| SBB-B Stock | | | SEK 3.77 -0.08 -2.08% |
This dataset for Samhllsbyggnadsbolaget i Norden reflects inputs used in the Value At Risk calculation. This dataset is part of a broader indicator framework including
Equity Screeners. SBB-B has a market cap of 32.22 B, operating margin of 68.67%, ROE of 14.47%. Review
World Market Map for a broader allocation view. A position in Samhllsbyggnadsbolaget i Norden is part of the allocation. Portfolio construction methods define how positions are sized. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
Samhllsbyggnadsbolaget i Norden has current Value At Risk of
-3.93. 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)) |
| = | -3.93 | |
| ER[a] | = | Expected return on investing in SBB-B |
| STD | = | Standard Deviation of SBB-B |
| 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
Samhllsbyggnadsbolaget i Norden is rated
below average in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to 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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