|USD 104.25 0.41 0.39%
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Exxon Mobil Corp has current Value At Risk of (1.50)
. 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))
|Expected return on investing in Exxon
| Standard Deviation of Exxon
|Number of points for the period
|Number of standard deviations above or below the mean
Exxon Value At Risk Peers Comparison
Exxon Value At Risk Relative To Other Indicators
Exxon Mobil Corp is rated third
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.