Citizens Financial Group, Inc. (Rhode Island) (CFG)

60.19 -3.67 (-5.75%) USD  |  NYSE  |  Feb 27, 16:00
60.25 +0.06 (+0.10%) After-Hours: 20:00
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Citizens Financial Group Monthly Value at Risk (VaR) 5% (Since Inception)

Monthly Value at Risk (VaR) 5% (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Value At Risk (VaR) Definition

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The VaR calculates the potential loss of an investment with a given time frame and confidence level.

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Monthly Value at Risk (VaR) 5% (Since Inception) Range, Past 5 Years

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Monthly Value at Risk (VaR) 5% (Since Inception) Benchmarks

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Monthly Value at Risk (VaR) 5% (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade