SYN Prop Value At Risk
| SYNE3 Stock | | | 4.62 -0.04 -0.86% |
Technical inputs supporting the Value At Risk indicator for SYN prop e are shown here. The information is based on observed market data across timeframes.
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World Market Map. Portfolio-level transparency adds depth to allocation analysis. Position sizing and allocation together define the portfolio construction approach. 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 nation.
SYN prop e has current Value At Risk of
-2.92. 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)) |
| = | -2.92 | |
| ER[a] | = | Expected return on investing in SYN Prop |
| STD | = | Standard Deviation of SYN Prop |
| 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
SYN prop e maintains a
fourth standing in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to 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 SYN Prop to Peers
Other Technical Indicators