Invesco Pennsylvania Value At Risk
| VPV Stock | | | USD 10.51 -0.18 -1.68% |
The Value At Risk calculation for Invesco Pennsylvania draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator. Invesco Pennsylvania has a market cap of 187.84 M, operating margin of 86.94%, ROE of -3.27%. Use
World Market Map to explore allocation context. The allocation summary reflects available position data. Composition figures are derived from reported holdings. All figures are presented for informational review and are not prescriptive. A position in Invesco Pennsylvania Value is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. 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 employment.
Invesco Pennsylvania Value has current Value At Risk of
-1.00. 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)) |
| = | -1.00 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Invesco Pennsylvania Value falls in the
fourth position for value at risk across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
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 Invesco Pennsylvania to Peers
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