SinoMedia Holding Value At Risk
| SJY Stock | | | EUR 0.18 -0.02 -10.00% |
The Value At Risk indicator for SinoMedia Holding Limited is derived from observed market data. Some instruments may report limited inputs depending on trading history. SinoMedia Holding has a market cap of 90.97 M, operating margin of 7.66%, current ratio of 2.88. Portfolio-level context is available through
World Market Map. SinoMedia Holding Limited can be evaluated within a portfolio framework for weight and risk impact. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence SinoMedia Holding Limited's company valuation — related indicators include
signals in inflation.
SinoMedia Holding Limited has current Value At Risk of
-4.76. 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)) |
| = | -4.76 | |
| ER[a] | = | Expected return on investing in SinoMedia Holding |
| STD | = | Standard Deviation of SinoMedia Holding |
| 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
SinoMedia Holding Limited ranks
fourth among stocks 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 SinoMedia Holding to Peers
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