Vemanti Value At Risk
| VMNT Stock | | | USD 0.07 -0.001 -1.33% |
Technical inputs supporting the Value At Risk indicator for Vemanti Group are shown here. Values are derived from historical price and volume observations. Availability can differ across markets, exchanges, and instruments. Additional screening context is available through
Equity Screeners. Vemanti has a market cap of 28.13 M, operating margin of -9.0%, ROE of -5.24%. Review
World Market Map for broader portfolio context. The overview captures current portfolio composition. The portfolio view uses available data to frame composition. This suggests a position in Vemanti Group. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. All metrics are derived from available inputs and shown for reference. 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.
Vemanti Group has current Value At Risk of
-13.33. 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)) |
| = | -13.33 | |
| ER[a] | = | Expected return on investing in Vemanti |
| STD | = | Standard Deviation of Vemanti |
| 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
Vemanti Group 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.
Compare Vemanti to Peers
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