Verint Systems Value At Risk
| VRNTDelisted Stock | | | USD 20.51 0.00 0.00% |
The Value At Risk profile for Verint Systems is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Verint Systems has a market cap of 1.24 B, operating margin of 2.04%, ROE of 4.79%. 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 information is presented without directional commentary. 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.
Verint Systems has current Value At Risk of
-0.20. 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)) |
| = | -0.20 | |
| ER[a] | = | Expected return on investing in Verint Systems |
| STD | = | Standard Deviation of Verint Systems |
| 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
Verint Systems earns the top ranking 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.
Other Technical Indicators