Texas Instruments Value At Risk
| TXN Stock | | | 20.48 -0.08 -0.39% |
Technical inputs supporting the Value At Risk indicator for Texas Instruments CDR are shown here. Values are derived from historical price and volume observations. Availability can differ across markets, exchanges, and instruments. Texas Instruments has a market cap of 247.98 B, operating margin of 36.74%, ROE of 29.76%. Review
World Market Map for a broader allocation view. Portfolio composition is shown for contextual purposes. The allocation view reflects recorded position information. No forward-looking guarantees are expressed or implied by this data. A position in Texas Instruments CDR appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. 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.
Texas Instruments CDR has current Value At Risk of
-3.78. 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)) |
| = | -3.78 | |
| ER[a] | = | Expected return on investing in Texas Instruments |
| STD | = | Standard Deviation of Texas Instruments |
| 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
Texas Instruments CDR lands at
#4 in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key 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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