PT Unilever Value At Risk
| UNLRF Stock | | | USD 0.12 -0.03 -20.00% |
This technical indicator view for Value At Risk organizes signals for PT Unilever Indonesia and comparable instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. PT Unilever has market cap of 11.65 B, P/E of 3.51, ROE of 108.36%. See
World Market Map for portfolio-level analysis. This suggests a position in PT Unilever Indonesia within the allocation 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 real.
PT Unilever Indonesia has current Value At Risk of 0. 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)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in PT Unilever |
| STD | = | Standard Deviation of PT Unilever |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
PT Unilever Value At Risk Peers Comparison
UNLRF Value At Risk Relative To Other Indicators
PT Unilever Indonesia is evaluated as
third in Value At Risk in value at risk category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors .
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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