SmartKem, Value At Risk
| SMTK Stock | | | USD 0.25 0.02 8.70% |
This dataset for SmartKem Common Stock reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. SmartKem, has a market cap of 25.26 M, ROE of -81.09%.
World Market Map adds portfolio-level perspective. The view frames allocation within the broader portfolio. Composition figures are derived from reported holdings. The allocation includes a position in SmartKem Common Stock. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in population.
SmartKem Common Stock has current Value At Risk of
-15.69. 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)) |
| = | -15.69 | |
| ER[a] | = | Expected return on investing in SmartKem, |
| STD | = | Standard Deviation of SmartKem, |
| 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
SmartKem Common Stock is rated
below average for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its peer group .
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 SmartKem, to Peers
Other Technical Indicators