Standard Chartered Value At Risk
| SCBFF Stock | | | USD 19.99 0.72 3.74% |
Observed values used in the Value At Risk indicator for Standard Chartered PLC are included in this dataset. The information is based on observed market data across timeframes. Standard Chartered has a market cap of 26.82 B, operating margin of 27.67%, ROE of 5.39%. See
World Market Map for portfolio-level analysis. The holding in Standard Chartered PLC represents an allocation. It is represented within the portfolio holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in price.
Standard Chartered PLC has current Value At Risk of
-4.75. 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)) |
| = | -4.75 | |
| ER[a] | = | Expected return on investing in Standard Chartered |
| STD | = | Standard Deviation of Standard Chartered |
| 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
Standard Chartered PLC is rated
below average 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 Standard Chartered to Peers
Other Technical Indicators