Smith Nephew Value At Risk
| SNNUF Stock | | | USD 16.05 -0.45 -2.73% |
The Value At Risk indicator for Smith Nephew plc is derived from observed market data. Broader indicator relationships are reflected within
Equity Screeners. Smith Nephew has a market cap of 12.15 B, operating margin of 13.72%, ROE of 9.25%. Use
World Market Map to view allocation positioning. A position in Smith Nephew plc is indicated here. Position allocation is driven by the portfolio construction model. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Smith Nephew plc has current Value At Risk of
-4.14. 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)) |
| = | -4.14 | |
| ER[a] | = | Expected return on investing in Smith Nephew |
| STD | = | Standard Deviation of Smith Nephew |
| 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
Smith Nephew plc 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 Smith Nephew to Peers
Other Technical Indicators