Volato Value At Risk
| SOAR Stock | | | 0.28 -0.02 -6.67% |
Observed values used in the Value At Risk indicator for Volato Group are included in this dataset. Market data gaps can influence the computed indicator values. Volato has a market cap of 10.42 M, operating margin of 3.51%. Review
World Market Map for a broader allocation view. Tracking Volato Group in a portfolio provides context for performance attribution. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Volato Group's company valuation — related indicators include
signals in nation.
Volato Group has current Value At Risk of
-13.51. 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)) |
| = | -13.51 | |
| ER[a] | = | Expected return on investing in Volato |
| STD | = | Standard Deviation of Volato |
| 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
Volato Group is rated
below average for value at risk against industry peers. It is currently under evaluation for maximum drawdown against industry 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 Volato to Peers
Other Technical Indicators