Seagate Technology Value At Risk
| STX Stock | | | USD 424.95 20.93 5.18% |
This dataset for Seagate Technology PLC reflects inputs used in the Value At Risk calculation. Data coverage may vary across sources and reporting intervals. Seagate Technology has a market cap of 92.13 B, operating margin of 29.95%, current ratio of 1.19.
World Market Map adds portfolio-level perspective. Portfolio analysis tools can evaluate how Seagate Technology PLC fits within a broader allocation. This view summarizes available data without implying outcomes. Broader economic conditions can influence Seagate Technology PLC's company valuation — related indicators include
signals in population.
Seagate Technology PLC has current Value At Risk of
-6.77. 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)) |
| = | -6.77 | |
| ER[a] | = | Expected return on investing in Seagate Technology |
| STD | = | Standard Deviation of Seagate Technology |
| 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
Seagate Technology PLC is rated
below average in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading 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 Seagate Technology to Peers
Other Technical Indicators