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1398 WFC JPM BAC 
Benchmark  United States  NYSE  10,519   113.47 Index Moved Up 1.09%  


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Wells Fargo Value At Risk

   
Wells Fargo Company has current Value At Risk of (2.01). 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)) 

 = 
(2.01)
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 fifth in value at risk category among related companies. It is rated fifth 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(0.05)
Market Risk Adjusted Performance(0.06)
Mean Deviation1.08
Semi Deviation0.0
Downside Deviation0.0
Coefficient Of Variation(2,169)
Standard Deviation1.37
Variance1.88
Information Ratio0.0135
Jensen Alpha0.0252
Total Risk Alpha0.0472
Treynor Ratio(0.07)
Maximum Drawdown4.82
Value At Risk(2.01)
Potential Upside2.09
Downside Variance0.0
Semi Variance0.0
Expected Short fall0.0
Skewness(0.10)
Kurtosis(0.42)


 

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