ZENB Value At Risk
| ZENB Stock | | | 2.90 0.00 0.00% |
The Value At Risk calculation for ZENB draws on price and volume history. Data availability for the calculation period determines indicator completeness.
Your Current Watchlist provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. This suggests a position in ZENB. The position sits inside the allocation mix. 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.
ZENB has current Value At Risk of 0. 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 | |
| ER[a] | = | Expected return on investing in ZENB |
| STD | = | Standard Deviation of ZENB |
| 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
ZENB 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.
Compare ZENB to Peers