What is the definition of a Value At Risk ( VAR) in stock market?
- Posted on December 06, 2019
- Financial Terms
- By admin admin
According to an online source, A Value-at-Risk or VAR is a financial technique that was developed in the late 90s by JPMorgan. JP Morgan analyst used the time to estimate the total possible loss for a day's activity within a financial firm.
This means, in a day of business, how much a company loses or may lose is called Value at risk. Another way to define Value at risk is the amount of money that can be risky in a business line.
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