Timberland Bancorp Value At Risk
| TSBK Stock | | | USD 38.00 0.34 0.90% |
Reference data associated with the Value At Risk technical indicator for Timberland Bancorp. Indicator values reflect available price and volume data where applicable.
Timberland Bancorp has current Value At Risk of
-2.04. 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)) |
| = | -2.04 | |
| ER[a] | = | Expected return on investing in Timberland Bancorp |
| STD | = | Standard Deviation of Timberland Bancorp |
| 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
Timberland Bancorp carries a
fourth ranking for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its 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 Timberland Bancorp to Peers
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