Disney Value At Risk

The Walt Disney Company has current Value At Risk of (0.51). 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.
Disney 
Value At Risk 
 = 
ER[a] x N 
+  
(Z-SCORE x STD x SQRT (N)) 
 = 
(0.51)
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

Value At Risk Comparison

The Walt Disney Company is rated # 2 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.
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The Walt Disney Company, together with its subsidiaries, operates as an entertainment company worldwide. more
NameThe Walt Disney Company
InstrumentUSA Stock
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number01001039.0
ISINUS2546871060
CUSIP254687106
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating