Truist Financial Value At Risk
| TFC-PR Preferred Stock | | | USD 18.75 -0.20 -1.06% |
Reference data associated with the Value At Risk technical indicator for Truist Financial. Coverage may vary depending on data feeds and normalization methods.
Truist Financial has current Value At Risk of
-0.88. 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)) |
| = | -0.88 | |
| ER[a] | = | Expected return on investing in Truist Financial |
| STD | = | Standard Deviation of Truist Financial |
| 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
Truist Financial is ranked
second 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 Truist Financial to Peers
Other Technical Indicators