Ultra Clean Value At Risk
| UCTT Stock | | | USD 57.67 -4.96 -7.92% |
Technical inputs supporting the Value At Risk indicator for Ultra Clean Holdings are shown here. The information is based on observed market data across timeframes. Coverage differences may occur across instruments and market segments. Cross-instrument Value At Risk comparisons are available via
Equity Screeners. Ultra Clean has a market cap of 2.85 B, operating margin of 2.15%, ROE of -19.96%.
World Market Map can help frame allocation decisions. The view reflects the current state of portfolio allocation. The allocation includes a position in Ultra Clean Holdings. It is distributed across the allocation. The weighting is determined by the allocation framework in use. Reported data is organized for reference and does not imply a course of action. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in real.
Ultra Clean Holdings has current Value At Risk of
-7.92. 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)) |
| = | -7.92 | |
| ER[a] | = | Expected return on investing in Ultra Clean |
| STD | = | Standard Deviation of Ultra Clean |
| 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
Ultra Clean Holdings is rated
below average in value at risk relative to competitors. It is currently under evaluation in maximum drawdown relative to 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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