St Joseph Value At Risk
| STJO Stock | | | USD 0.01 0.00 0.00% |
This module presents the Value At Risk indicator for St Joseph using available market inputs. Exchange-specific data schedules may affect the recency of readings. St Joseph has a market cap of 1.15 M, current ratio of 0.03. See
World Market Map for portfolio-level analysis. St Joseph can be evaluated within a portfolio framework for weight and risk impact. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence St Joseph's company valuation — related indicators include
signals in bureau of economic analysis.
St Joseph has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in St Joseph |
| STD | = | Standard Deviation of St Joseph |
| 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
St Joseph is rated
below average in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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.
Compare St Joseph to Peers
Other Technical Indicators