| WMT Stock | | | USD 84.25 0.22 0.26% |
Walmart value-at-risk technical analysis lookup allows you to check this and other technical indicators for Walmart or any other equities. You can select from a set of available technical 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
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Walmart has current Value At Risk of
(1.27). 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)) |
| = | (1.27) | |
| ER[a] | = | Expected return on investing in Walmart |
| STD | = | Standard Deviation of Walmart |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Walmart Value At Risk Peers Comparison
Walmart Value At Risk Relative To Other Indicators
Walmart is rated
first in value at risk category among its peers. It is currently under evaluation in maximum drawdown category among its 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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