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Wells Fargo Value At Risk

   
Wells Fargo Company has current Value At Risk of (0.96). 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))

 = 
(0.96)
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 fourth 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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WFC
Wells Fargo Company
USA Stock
Currency: USD - US Dollar
Traded on New York Stock Exchange
 
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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 Performance(0.09)
Market Risk Adjusted Performance(0.12)
Mean Deviation0.4364
Semi Deviation0.697
Downside Deviation0.5847
Coefficient Of Variation(593)
Standard Deviation0.566
Variance0.3203
Information Ratio(0.18)
Jensen Alpha(0.10)
Total Risk Alpha(0.10)
Sortino Ratio(0.17)
Treynor Ratio(0.13)
Maximum Drawdown1.63
Value At Risk(0.96)
Potential Upside1.18
Downside Variance0.3419
Semi Variance0.4858
Expected Short fall(0.48)
Skewness0.456
Kurtosis(0.01)


 
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