Sequans Communications Value At Risk
| SQNS Stock | | | USD 3.05 -0.12 -3.79% |
The Value At Risk indicator for Sequans Communications SA is derived from observed market data. The dataset is based on observed market activity where data is available. Some instruments may report limited inputs depending on trading history. Broader indicator relationships are reflected within
Equity Screeners. Sequans Communications has a market cap of 50.71 M, operating margin of -132.47%, ROE of -18.17%. See
World Market Map for portfolio-level analysis. Portfolio positioning is summarized for reference. Position-level data supports the allocation summary. A position in Sequans Communications SA is indicated here. This is part of the broader portfolio composition. 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 inflation.
Sequans Communications SA has current Value At Risk of
-8.29. 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)) |
| = | -8.29 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Sequans Communications SA is rated
below average in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
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.
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