Unum Value At Risk
| UNM Stock | | | USD 72.69 0.18 0.25% |
This technical indicator view for Value At Risk organizes signals for Unum Group and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Unum has a market cap of 12.16 B, operating margin of 8.35%, ROE of 6.69%. See
World Market Map for portfolio-level analysis. This suggests a position in Unum Group within the portfolio mix. 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.
Unum Group has current Value At Risk of
-2.83. 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)) |
| = | -2.83 | |
| ER[a] | = | Expected return on investing in Unum |
| STD | = | Standard Deviation of Unum |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Unum Value At Risk Peers Comparison
Unum Value At Risk Relative To Other Indicators
Unum Group lands at
#5 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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