VEOLIA ENV Value At Risk
| VVDH Stock | | | EUR 14.80 0.00 0.00% |
Technical inputs supporting the Value At Risk indicator for VEOLIA ENV SP are shown here. The information is based on observed market data across timeframes. VEOLIA ENV has a market cap of 20.83 B.
World Market Map adds portfolio-level perspective. The view frames allocation within the broader portfolio. Composition figures are derived from reported holdings. The dataset reflects available inputs without directional implication. 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.
VEOLIA ENV SP has current Value At Risk of
-1.36. 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)) |
| = | -1.36 | |
| ER[a] | = | Expected return on investing in VEOLIA ENV |
| STD | = | Standard Deviation of VEOLIA ENV |
| 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
VEOLIA ENV SP leads all stocks for value at risk relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
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.
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