International Business Value At Risk

International Business Machines Corporation -- USA Stock  

USD 151.84  0.07  0.0461%

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International Business Machines Corporation has current Value At Risk of (1.15). 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.
International Business 
Value At Risk 
 = 
ER[a] x N 
+  
(Z-SCORE x STD x SQRT (N)) 
 = 
(1.15)
ER[a] =   Expected return on investing in International Business
STD =   Standard Deviation of International Business
N =   Number of points for the period
Z-SCORE =   Number of standard deviations above or below the mean

Value At Risk Comparison

International Business Machines Corporation is currently regarded as number one stock in value at risk category among related companies. It is currently under evaluation 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.
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International Business Machines Corporationration offer information technology solutions and services worldwide. more
NameInternational Business Machines Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00051143.0
ISINUS4592001014
CUSIP459200101
CurrencyUSD - US Dollar