SeSa SpA Value At Risk
| SESPF Stock | | | 89.00 -17.00 -16.04% |
The Value At Risk calculation for SeSa SpA draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator. SeSa SpA has a market cap of 1.93 B, operating margin of 4.71%, ROE of 26.86%. Allocation context is available in
World Market Map. Portfolio composition is shown for contextual purposes. This includes a position in SeSa SpA. The allocation reflects this within the position set. Each holding is sized according to the methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in employment.
SeSa SpA 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 SeSa SpA |
| STD | = | Standard Deviation of SeSa SpA |
| 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
SeSa SpA 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 SeSa SpA to Peers
Other Technical Indicators