SUI Group Value At Risk
| SUIG Stock | | | 1.42 0.03 2.16% |
This technical indicator view for Value At Risk organizes signals for SUI Group Holdings and comparable instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. SUI Group has a market cap of 198.85 M, operating margin of 66.65%, ROE of 7.58%. Review
World Market Map for broader portfolio context. The allocation includes a position in SUI Group Holdings within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
SUI Group Holdings has current Value At Risk of
-7.61. 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)) |
| = | -7.61 | |
| ER[a] | = | Expected return on investing in SUI Group |
| STD | = | Standard Deviation of SUI Group |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
SUI Group Value At Risk Peers Comparison
SUI Value At Risk Relative To Other Indicators
SUI Group Holdings is rated
below average in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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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