STMICROELECTRONICS Value At Risk
| SGM Stock | | | EUR 28.73 -0.68 -2.31% |
The Value At Risk technical lookup provides context for STMICROELECTRONICS and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. STMICROELECTRONICS has a market cap of 38.51 B. Review
World Market Map for broader portfolio context. This reflects a position in STMICROELECTRONICS within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
STMICROELECTRONICS has current Value At Risk of
-0.59. 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)) |
| = | -0.59 | |
| ER[a] | = | Expected return on investing in STMICROELECTRONICS |
| STD | = | Standard Deviation of STMICROELECTRONICS |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
STMICROELECTRONICS Value At Risk Peers Comparison
STMICROELECTRONICS Value At Risk Relative To Other Indicators
STMICROELECTRONICS holds the
#4 position for value at risk relative to top peers. It is currently under evaluation for maximum drawdown relative to top 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.
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