Tsingtao Brewery Value At Risk
| TSGTY Stock | | | USD 31.84 -2.19 -6.44% |
The Value At Risk lookup presents technical context for Tsingtao Brewery Co and related instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Tsingtao Brewery has a market cap of 17.27 B, operating margin of 9.5%, ROE of 15.29%.
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signals in main economic indicators.
Tsingtao Brewery Co has current Value At Risk of
-5.97. 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)) |
| = | -5.97 | |
| ER[a] | = | Expected return on investing in Tsingtao Brewery |
| STD | = | Standard Deviation of Tsingtao Brewery |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Tsingtao Brewery Value At Risk Peers Comparison
Tsingtao Value At Risk Relative To Other Indicators
Tsingtao Brewery Co is rated
below average. in value at risk category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top 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.
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