KKR (KKRPB.PFD) Daily Value At Risk (USD Mil) : 0.00 (As of . 20)

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What is KKR Daily Value At Risk (USD Mil)?

Daily Value At Risk (USD Mil) calculates the maximum loss expected (or worst case scesnario) on an investment under a daily basis.

The historical rank and industry rank for KKR's Daily Value At Risk (USD Mil) or its related term are showing as below:

KKRpB.PFD's Daily Value At Risk (USD Mil) is not ranked ^*
in the Asset Management industry.
Industry Median:
* Ranked among companies with meaningful Daily Value At Risk (USD Mil) only.

KKR Daily Value At Risk (USD Mil) Historical Data

The historical data trend for KKR's Daily Value At Risk (USD Mil) can be seen below:

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.

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KKR Daily Value At Risk (USD Mil) Chart

KKR (NYSE:KKRpB.PFD) Daily Value At Risk (USD Mil) Calculation

There are two common methods to calculate the Daily VAR: the variance-covariance method and the historical simulation.

The variance-covariance method is easier because we only need to estimate two factors: average return and standard deviation. However, it assumes returns are well-behaved according to the symmetrical normal curve and that historical patterns will repeat into the future. The formula is:

VAR

[ Expected Weighted Return of the Portfolio

−

( z-score of the confidence interval

standard deviation of the portfolio )]

portfolio value

The historical simulation method improves on the accuracy of the VAR calculation, but requires more computational data. It also assumes that "past is prologue." The Monte Carlo simulation is complex but has the advantage of allowing users to tailor ideas about future patterns that depart from historical patterns.

KKR (NYSE:KKRpB.PFD) Daily Value At Risk (USD Mil) Explanation

Daily Value At Risk (USD Mil) calculates the maximum loss expected on an investment during a day with a certain confidence level. Value at Risk (VAR) is the maximum loss expected on an investment over a given time period and given a specified degree of confidence. It answers the question: "What is the worst loss that I can expect during a period with a certain confidence level?" This metric is most commonly used by investment and commercial banks to determine the extent and occurrence ratio of potential losses in their institutional portfolios.

For investment banks, the Daily VAR reflects its risk-control ability. Higher Daily VAR means that you are facing a higher risk of losing your money. Lower Daily VAR represents the opposite. However, Daily VAR is just an estimate under a certain confidence level. Extreme cases can occur under a very small probability. Different calculating methods of Daily VAR can also lead to different results for the same company.

KKR Daily Value At Risk (USD Mil) Related Terms

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KKR (KKRPB.PFD) Business Description

Industry

GURUFOCUS.COM » STOCK LIST » Financial Services » Asset Management » KKR & Co Inc (NYSE:KKRpB.PFD) » Definitions » Daily Value At Risk (USD Mil)

Comparable Companies

Traded in Other Exchanges

KKR:USA KKRC:Mexico KR51:Germany

Address

30 Hudson Yards, New York, NY, USA, 10001

Website

https://www.kkr.com

KKR is one of the world's largest alternative asset managers, with $518.5 billion in total assets under management, including $420.0 billion in fee-earning AUM, at the end of June 2023. The company has two core segments: asset management (which includes private markets—private equity, credit, infrastructure, energy, and real estate—and public markets—primarily credit and hedge/investment fund platforms) and insurance (following the October 2020 purchase of a 61.5% economic stake in Global Atlantic Financial Group, which is engaged in retirement/annuity and life insurance lines as well as reinsurance). On the asset management side, private markets account for 50% of fee-earning AUM and 70% of base management fees, while public markets account for 50% and 30%, respectively.