## Wells Fargo Value At Risk |

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Wells Fargo Company has current Value At Risk of (1.92). 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 |
| = | (1.92) |

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 |

## Value At Risk Comparison

**below average**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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Wells Fargo Company offer retail, commercial, and corporate banking services to individuals, businesses, and institutions. more

Name | Wells Fargo Company |

Instrument | USA Stock |

Region | North America |

Exchange | New York Stock Exchange |

CIK Number | 00072971.0 |

ISIN | US9497461015 |

CUSIP | 949746101 |

Analyst Consensus | |

Piotroski F Score | |

Macroaxis Advice | |

Bond Rating | |

Currency | USD - US Dollar |

## Technical Indicators

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 | (0.04) | ||

Market Risk Adjusted Performance | 0.5619 | ||

Mean Deviation | 1.0 | ||

Coefficient Of Variation | (968.29) | ||

Standard Deviation | 1.38 | ||

Variance | 1.91 | ||

Information Ratio | (0.13) | ||

Jensen Alpha | (0.15) | ||

Total Risk Alpha | (0.22) | ||

Treynor Ratio | 0.5519 | ||

Maximum Drawdown | 4.36 | ||

Value At Risk | (1.92) | ||

Potential Upside | 2.59 | ||

Skewness | 0.2473 | ||

Kurtosis | 0.8903 |