Topicus Value At Risk
| TOI Stock | | | CAD 97.51 0.97 1.00% |
This module presents the Value At Risk indicator for Topicus using available market inputs. The
Equity Screeners framework provides wider technical analysis context. Topicus has a market cap of 8.13 B, operating margin of 18.04%, ROE of 10.67%.
World Market Map can help frame allocation decisions. This reflects a position in Topicus. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Topicus has current Value At Risk of
-4.64. 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)) |
| = | -4.64 | |
| ER[a] | = | Expected return on investing in Topicus |
| STD | = | Standard Deviation of Topicus |
| 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
Topicus falls in the
fourth position for value at risk across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
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 Topicus to Peers
Other Technical Indicators