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1398    2881    WFC    JPM    Benchmark  United States  NYSE  11,058   111.2969  -0.9964% 


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Wells Fargo Value At Risk  

$54.05  0.76  1.39%
    
Wells Fargo Company has current Value At Risk of (1.39). 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)) 
 = 
(1.39)
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
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 Performance(0.11)
Market Risk Adjusted Performance9.19
Mean Deviation0.6531
Coefficient Of Variation(523)
Standard Deviation0.7885
Variance0.6218
Information Ratio(0.26)
Jensen Alpha(0.16)
Total Risk Alpha(0.22)
Treynor Ratio9.18
Maximum Drawdown2.36
Value At Risk(1.39)
Potential Upside1.14
Skewness0.1043
Kurtosis(0.91)