Semrush Holdings Value At Risk
| SEMR Stock | | | USD 11.93 0.01 0.08% |
The Value At Risk calculation for Semrush Holdings 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. Semrush Holdings has a market cap of 1.81 B, operating margin of -11.82%, ROE of -7.0%.
World Market Map adds portfolio-level perspective. The view frames allocation within the broader portfolio. Composition figures are derived from reported holdings. All values are based on available data and provided as reference information. This suggests a position in Semrush Holdings. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in state.
Before investing in Semrush Stock, review our
How to Buy Semrush Holdings guide for key considerations.
Semrush Holdings has current Value At Risk of
-0.17. 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)) |
| = | -0.17 | |
| ER[a] | = | Expected return on investing in Semrush Holdings |
| STD | = | Standard Deviation of Semrush Holdings |
| 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
Semrush Holdings outranks all peers for value at risk against industry peers. It is currently under evaluation for maximum drawdown against industry peers .
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 Semrush Holdings to Peers
Other Technical Indicators