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Wells Fargo Value At Risk

$58.15  0.00  0.00%
    
  
SummaryPerformanceFundamentals
Technicals
Recomendation
   Cycles
   Operators
   Shifting
   Momentum
   Patterns
   Depth
   Overlaps
   Volume
Wells Fargo Company has current Value At Risk of (0.74). 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.
Wells Fargo 
Value At Risk 
 = 
ER[a] x N 
+  
(Z-SCORE x STD x SQRT (N)) 
 = 
(0.74)
ER[a] =   Expected return on investing in Wells Fargo
STD =   Standard Deviation of Wells Fargo
N =   Number of points for the period
Z-SCORE =   Number of standard deviations above or below the mean

Wells Fargo Company is rated second 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.
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SymbolWFC
ISINUS9497461015
CUSIP949746101
NameWells Fargo Company
InstrumentUSA Stock
Analyst ConsensusHold 20 Opinions
Risk-adjusted AdviceStrong Buy Under Valued
Average Bond RatingA Strong
CurrencyUSD - US Dollar
ExchangeNew York Stock Exchange
DescriptionWells Fargo Company offer retail commercial and corporate banking services to individuals businesses and institutions. more
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All Wells Fargo Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.1043
Market Risk Adjusted Performance0.1439
Mean Deviation0.604
Coefficient Of Variation735.69
Standard Deviation0.7405
Variance0.5483
Information Ratio0.1192
Jensen Alpha0.0891
Total Risk Alpha0.0884
Treynor Ratio0.1339
Maximum Drawdown1.92
Value At Risk(0.74)
Potential Upside1.05
Skewness(0.44)
Kurtosis0.2698