Stanley Black Value At Risk
| SWK Stock | | | USD 67.28 -1.77 -2.56% |
This module presents the Value At Risk indicator for Stanley Black Decker 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. Stanley Black has a market cap of 10.81 B, operating margin of 10.35%, ROE of 4.52%. For allocation context, review
World Market Map. Portfolio positioning is summarized for reference. Allocation figures are based on reported position values. This content does not constitute investment advice or a recommendation. The portfolio reflects a holding in Stanley Black Decker. The position falls within the allocation view. The allocation approach determines the relative weighting of each position. This summary reflects available observations without forecasting intent. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
Stanley Black Decker has current Value At Risk of
-3.59. 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)) |
| = | -3.59 | |
| ER[a] | = | Expected return on investing in Stanley Black |
| STD | = | Standard Deviation of Stanley Black |
| 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
Stanley Black Decker is rated
below average for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its peer group .
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 Stanley Black to Peers
Other Technical Indicators