Stock.Walt Disney
| DISStock | USD113.711.721.54% |
Disney value-at-risk technical analysis lookup allows you to check this and other technical indicators for Walt Disney or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Disney |
Walt Disney has current Value At Risk of (1.94). 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.
| = | (1.94) |
| ER[a] | = | Expected return on investing in Disney |
| STD | = | Standard Deviation of Disney |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Disney Value At Risk Peers Comparison
Disney Value At Risk Relative To Other Indicators
Walt Disney is one of the top stocks in value at risk category among related companies. It is currently under evaluation in maximum drawdown category among related companies .
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Maximum Drawdown |
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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 Disney to Peers |
Thematic Opportunities
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Disney Technical Signals
All Disney Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.1093 | |||
| Market Risk Adjusted Performance | 0.4157 | |||
| Mean Deviation | 1.14 | |||
| Semi Deviation | 0.962 | |||
| Downside Deviation | 1.29 | |||
| Coefficient Of Variation | 599.94 | |||
| Standard Deviation | 1.87 | |||
| Variance | 3.49 | |||
| Information Ratio | 0.1189 | |||
| Jensen Alpha | 0.2425 | |||
| Total Risk Alpha | 0.061 | |||
| Sortino Ratio | 0.1727 | |||
| Treynor Ratio | 0.4057 | |||
| Maximum Drawdown | 14.63 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.23 | |||
| Downside Variance | 1.66 | |||
| Semi Variance | 0.9254 | |||
| Expected Short fall | (1.28) | |||
| Skewness | 3.21 | |||
| Kurtosis | 19.27 |
