Teradyne Value At Risk
| TER Stock | | | USD 302.40 2.33 0.78% |
Technical inputs supporting the Value At Risk indicator for Teradyne are shown here. The information is based on observed market data across timeframes. Coverage differences may occur across instruments and market segments. Teradyne has a market cap of 47.34 B, operating margin of 30.35%, ROE of 19.73%. Use
World Market Map to explore allocation context. The allocation summary reflects available position data. This includes a position in Teradyne. The position sits inside the allocation 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 unemployment.
To learn how to invest in Teradyne Stock, please use our
How to Invest in Teradyne guide.
Teradyne has current Value At Risk of
-4.91. 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)) |
| = | -4.91 | |
| ER[a] | = | Expected return on investing in Teradyne |
| STD | = | Standard Deviation of Teradyne |
| 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
Teradyne is rated
below average for value at risk against industry peers. It is currently under evaluation for maximum drawdown against industry peers .
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 Teradyne to Peers
Other Technical Indicators