SLR Investment Value At Risk
| SLRC Stock | | | USD 14.06 -0.26 -1.82% |
Observed values used in the Value At Risk indicator for SLR Investment Corp are included in this dataset. The information is based on observed market data across timeframes. SLR Investment has a market cap of 767.04 M, operating margin of 70.2%, ROE of 9.31%. Portfolio-level context is available through
World Market Map. The view reflects the current state of portfolio allocation. The portfolio view uses available data to frame composition. A position in SLR Investment Corp appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
SLR Investment Corp has current Value At Risk of
-2.07. 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)) |
| = | -2.07 | |
| ER[a] | = | Expected return on investing in SLR Investment |
| STD | = | Standard Deviation of SLR Investment |
| 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
SLR Investment Corp holds the
#2 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.
Compare SLR Investment to Peers
Other Technical Indicators