| AAPLStock | USD222.500.270.12% |
Apple value-at-risk technical analysis lookup allows you to check this and other technical indicators for Apple Inc 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
Apple Inc has current Value At Risk of (2.53). 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.
| = | (2.53) |
| ER[a] | = | Expected return on investing in Apple |
| STD | = | Standard Deviation of Apple |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Apple Value At Risk Peers Comparison
Apple Value At Risk Relative To Other Indicators
Apple Inc is number one stock in value at risk category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
Value At Risk |
|
Maximum Drawdown |
|
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 Apple to Peers |
Thematic Opportunities
Explore Investment Opportunities
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
| Explore Investing Ideas |
Apple Technical Signals
All Apple 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 | 0.0715 | |||
| Market Risk Adjusted Performance | 0.141 | |||
| Mean Deviation | 1.05 | |||
| Semi Deviation | 1.59 | |||
| Downside Deviation | 1.77 | |||
| Coefficient Of Variation | 1187.71 | |||
| Standard Deviation | 1.43 | |||
| Variance | 2.04 | |||
| Information Ratio | 0.0119 | |||
| Jensen Alpha | 0.0318 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0096 | |||
| Treynor Ratio | 0.131 | |||
| Maximum Drawdown | 7.73 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 2.0 | |||
| Downside Variance | 3.12 | |||
| Semi Variance | 2.53 | |||
| Expected Short fall | (0.96) | |||
| Skewness | (0.80) | |||
| Kurtosis | 1.36 |
