VEF AB Value At Risk
| VEFFF Stock | | | USD 0.21 0.00 0.00% |
Historical market data for VEF AB forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. Related indicator context is organized within
Equity Screeners. VEF AB has a market cap of 565.94 M, operating margin of 102.0%, ROE of -66.0%. Use
World Market Map to view allocation positioning. Current allocation data is available for review. The summary draws on available position and value data. The content reflects structured data inputs rather than subjective analysis. The allocation shows a weighting toward VEF AB. The weighting is visible within the allocation breakdown. The sizing of each position reflects the overall allocation strategy. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in price.
VEF AB 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 VEF AB |
| STD | = | Standard Deviation of VEF AB |
| 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
VEF AB is rated
below average in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
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.
Compare VEF AB to Peers