Macroaxis: Personalized Investing

Personalized Investing and

Digital Wealth Optimization

1398    2881    WFC    JPM    Benchmark  United States  NYSE  10,875   9.9912 Index Moved Up 0.092%  


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Wells Fargo Value At Risk  

$54.12  0.38  0.70%     
Wells Fargo Company has current Value At Risk of (1.46). 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)) 
 = 
(1.46)
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 third 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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