Smartmetric Value At Risk
The Value At Risk indicator for Smartmetric is constructed from normalized market data. The depth of trading history affects the precision of the indicator. Smartmetric has a market cap of 1.72 M, current ratio of 0.06.
World Market Map can help frame allocation decisions. Including Smartmetric in a portfolio enables allocation and risk analysis. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Smartmetric's company valuation — related indicators include
signals in state.
Smartmetric 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 Smartmetric |
| STD | = | Standard Deviation of Smartmetric |
| 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
Smartmetric is rated
below average 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 Smartmetric to Peers