Suncor Energy Value At Risk
| SU Stock | | | CAD 86.70 -0.79 -0.90% |
The Value At Risk indicator for Suncor Energy is constructed from normalized market data. Related indicator context is organized within
Equity Screeners. Suncor Energy has a market cap of 103.17 B, operating margin of 15.73%, current ratio of 0.98. Review
World Market Map for broader portfolio context. Suncor Energy can be tracked within a custom portfolio for ongoing monitoring. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence Suncor Energy's company valuation — related indicators include
signals in population.
For more information on Suncor Stock please use our
How to Invest in Suncor Energy overview. It covers the key aspects of trading Suncor Stock.
Suncor Energy has current Value At Risk of
-1.63. 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)) |
| = | -1.63 | |
| ER[a] | = | Expected return on investing in Suncor Energy |
| STD | = | Standard Deviation of Suncor Energy |
| 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
Suncor Energy lands at
#4 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 Suncor Energy to Peers
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