Senvest Capital Value At Risk
| SVCTF Stock | | | USD 252.00 5.73 2.33% |
This module presents the Value At Risk indicator for Senvest Capital using available market inputs. The underlying data comes from exchange-reported trading records. Coverage differences may occur across instruments and market segments. This dataset is part of a broader indicator framework including
Equity Screeners. Senvest Capital has a market cap of 627.8 M, operating margin of 116.04%, ROE of -28.65%. See
World Market Map for additional portfolio context. The view frames allocation within the broader portfolio. Portfolio data reflects current holdings and their weights. This dataset reflects observed data and is not advisory in nature. This suggests a position in Senvest Capital. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in real.
Senvest Capital has current Value At Risk of
-3.23. 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)) |
| = | -3.23 | |
| ER[a] | = | Expected return on investing in Senvest Capital |
| STD | = | Standard Deviation of Senvest Capital |
| 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
Senvest Capital 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.
Compare Senvest Capital to Peers
Other Technical Indicators