Tokyu Fudosan Value At Risk
| TKFOY Stock | | | USD 12.73 0.00 0.00% |
The Value At Risk calculation for Tokyu Fudosan draws on price and volume history. Additional screening context is available through
Equity Screeners. Tokyu Fudosan has a market cap of 3.8 B, operating margin of 9.41%, ROE of 7.28%. Allocation context is available in
World Market Map. The portfolio reflects a holding in Tokyu Fudosan Holdings. The weighting is visible within the allocation breakdown. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Tokyu Fudosan Holdings has current Value At Risk of 0. 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 | |
| ER[a] | = | Expected return on investing in Tokyu Fudosan |
| STD | = | Standard Deviation of Tokyu Fudosan |
| 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
Tokyu Fudosan Holdings is rated
fifth in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading 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 Tokyu Fudosan to Peers