Storebrand ASA Value At Risk
| STB Stock | | | NOK 170.00 1.50 0.89% |
This dataset for Storebrand ASA reflects inputs used in the Value At Risk calculation. Extended technical indicator views are accessible through
Equity Screeners. Storebrand ASA has a market cap of 39.47 B, operating margin of 21.7%, current ratio of 0.61. Portfolio-level context is available through
World Market Map. Adding Storebrand ASA to a portfolio enables side-by-side comparison with other holdings. This enables performance tracking across the full position set. Broader economic conditions can influence Storebrand ASA's company valuation — related indicators include
signals in inflation.
Storebrand ASA has current Value At Risk of
-2.14. 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)) |
| = | -2.14 | |
| ER[a] | = | Expected return on investing in Storebrand ASA |
| STD | = | Standard Deviation of Storebrand ASA |
| 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
Storebrand ASA 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 Storebrand ASA to Peers
Other Technical Indicators