SL Green Value At Risk
| SLG Stock | | | USD 36.65 -0.53 -1.43% |
The Value At Risk indicator for SL Green Realty is derived from observed market data. Broader indicator relationships are reflected within
Equity Screeners. SL Green has a market cap of 2.78 B, operating margin of 6.77%, current ratio of 3.08. For allocation context, review
World Market Map. SL Green Realty can be added to a watchlist or portfolio for position tracking. The dataset reflects available inputs without directional implication. Broader economic conditions can influence SL Green Realty's company valuation — related indicators include
signals in board of governors.
SL Green Realty has current Value At Risk of
-4.77. 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)) |
| = | -4.77 | |
| ER[a] | = | Expected return on investing in SL Green |
| STD | = | Standard Deviation of SL Green |
| 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
SL Green Realty 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 SL Green to Peers
Other Technical Indicators