Abstract:

This paper presents an examination and partial review of selected aspects of measures of risk of financial instruments. Chosen methods are described theoretically and then used with real data. We selected companies from the various sectors to compare measures in different conditions. We chose three companies: Visa Inc. (NYSE:V), Taiwan Semiconductor Mfg. Co. Ltd. (ADR) (NYSE:TSM) and Anheuser-Busch Inbev NV (ADR) (NYSE:BUD). We used the SP500 as a benchmark.