VTech Holdings Value At Risk
| VTKLY Stock | | | USD 8.03 0.03 0.37% |
This dataset for VTech Holdings Ltd reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. VTech Holdings has a market cap of 1.62 B, operating margin of 8.75%, ROE of 29.3%. Portfolio-level context is available through
World Market Map. The view reflects the current state of portfolio allocation. This includes a position in VTech Holdings Ltd. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. 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 state.
VTech Holdings Ltd has current Value At Risk of
-6.03. 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)) |
| = | -6.03 | |
| ER[a] | = | Expected return on investing in VTech Holdings |
| STD | = | Standard Deviation of VTech Holdings |
| 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
VTech Holdings Ltd is rated
below average in value at risk among leading competitors. It is currently under evaluation in maximum drawdown among leading 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 VTech Holdings to Peers
Other Technical Indicators