TFI International Value At Risk
| TFII Stock | | | USD 98.75 -1.91 -1.90% |
The Value At Risk calculation for TFI International draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. TFI International has a market cap of 8.3 B, operating margin of 7.02%, ROE of 11.61%.
World Market Map adds portfolio-level perspective. The view frames allocation within the broader portfolio. Composition figures are derived from reported holdings. The information is presented without directional commentary. The allocation includes a position in TFI International. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. All values are based on available data and provided as reference information. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
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TFI International has current Value At Risk of
-3.96. 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)) |
| = | -3.96 | |
| ER[a] | = | Expected return on investing in TFI International |
| STD | = | Standard Deviation of TFI International |
| 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
TFI International is rated
below average for value at risk among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals .
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.
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