LS Starrett Value At Risk
Technical inputs supporting the Value At Risk indicator for LS Starrett are shown here. Values are derived from historical price and volume observations.
LS Starrett has a market cap of 113.38 M, operating margin of 2.25%, current ratio of 3.23. Use
World Market Map to explore allocation context. Broader economic conditions can influence LS Starrett's company valuation — related indicators include
signals in discontinued.
LS Starrett has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in LS Starrett |
| STD | = | Standard Deviation of LS Starrett |
| 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
LS Starrett is rated
fourth 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.