Sixth Street Value At Risk
| TSLX Stock | | | USD 17.81 -0.23 -1.27% |
The Value At Risk technical lookup provides context for Sixth Street Specialty and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Sixth Street has a market cap of 1.71 B, operating margin of 77.0%, ROE of 10.61%. Review
World Market Map for broader portfolio context. This reflects a position in Sixth Street Specialty in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
Sixth Street Specialty has current Value At Risk of
-2.96. 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)) |
| = | -2.96 | |
| ER[a] | = | Expected return on investing in Sixth Street |
| STD | = | Standard Deviation of Sixth Street |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Sixth Street Value At Risk Peers Comparison
Sixth Value At Risk Relative To Other Indicators
Sixth Street Specialty 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.
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