UPS CDR Value At Risk
| UPS Stock | | | 12.80 -0.04 -0.31% |
This technical indicator view for Value At Risk organizes signals for UPS CDR and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. UPS CDR has a market cap of 118.86 B, operating margin of 10.18%, ROE of 33.62%. See
World Market Map for portfolio-level analysis. This suggests a position in UPS CDR inside the allocation 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.
UPS CDR has current Value At Risk of
-2.08. 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)) |
| = | -2.08 | |
| ER[a] | = | Expected return on investing in UPS CDR |
| STD | = | Standard Deviation of UPS CDR |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
UPS CDR Value At Risk Peers Comparison
UPS Value At Risk Relative To Other Indicators
UPS CDR is regarded as the highest-ranked stock in value at risk category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.