Japan Post Value At Risk vs. Kurtosis

JPPHY -  USA Stock  

USD 7.66  0.18  2.41%

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Japan Post Holdings has current Value At Risk of (2.93). Value At Risk (or VAR) is a 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.
Value At Risk 
 = 
ER[a] x N 
+  
(Z-SCORE x STD x SQRT (N)) 
 = 
(2.93)
ER[a] = Expected return on investing in Japan Post
STD =   Standard Deviation of Japan Post
N = Number of points for the period
Z-SCORE = Number of standard deviations above or below the mean

Japan Post Value At Risk Peers Comparison

Japan Value At Risk Relative To Other Indicators

Japan Post Holdings is rated fourth overall in value at risk category among related companies. It is currently under evaluation in kurtosis 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.
Compare Japan Post to Peers

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