Stepan Value At Risk
| SCL Stock | | | USD 48.32 1.25 2.66% |
Observed values used in the Value At Risk indicator for Stepan Company are included in this dataset. The underlying data comes from exchange-reported trading records. Stepan has a market cap of 1.07 B, operating margin of 0.01%, current ratio of 1.78. Use
World Market Map to explore allocation context. Portfolio analysis tools can evaluate how Stepan Company fits within a broader allocation. This view summarizes available data without implying outcomes. Broader economic conditions can influence Stepan Company's company valuation — related indicators include
signals in discontinued.
Stepan Company has current Value At Risk of
-2.90. 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)) |
| = | -2.90 | |
| ER[a] | = | Expected return on investing in Stepan |
| STD | = | Standard Deviation of Stepan |
| 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
Stepan Company carries a
third ranking for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its 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 Stepan to Peers
Other Technical Indicators