|C -- USA Stock|| |
USD 69.56 0.91 1.33%
The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners
to view more equity screening tools
Citigroup has current Value At Risk of 1.94
. Value At Risk (or VAR) is 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))
| = |
|ER[a]|| = || Expected return on investing in Citigroup|
|STD|| = || Standard Deviation of Citigroup|
|N|| = || Number of points for the period|
|Z-SCORE|| = || Number of standard deviations above or below the mean|
Value At Risk Comparison
Citigroup is rated below average
in value at risk category among related companies. It is rated below average
in maximum drawdown category among related companies .
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.