Carbon Value-at-Risk | European Company Analysis

Value at Risk (VaR) is a measure of the worst expected loss that a portfolio or company can suffer over a given time horizon and for a given confidence level. PAL’s Carbon Value at Risk metric is used to determine the extent of carbon liability risk and potential losses attributable to carbon emission related anthropogenic (manmade) climate change. To find out more or to request a premium report please contact us.

 


Data sources: European Union Transaction Log for emissions data, PALcarbon for VaR data.

Notes:

  1. 25Y VaR is the 25 year Carbon Value at Risk based on a standard set of global and company specific emission scenarios and confidence levels. 95% confidence level is shown.
  2. 1Y Cost is the cost of the prior financial years scope 1 (direct) greenhouse gas emissions.
  3. 25Y CLEAR is the ratio of the 25 year Carbon Value at Risk to Market Capitalisation.
  4. 1Y CLEAR is the ratio of the 1 year carbon cost to EBITDA.
  5. CLEAR is a suite of Carbon Liability to Earnings and Assets Ratio metrics.
  6. For definitions of Scope 1,2,3 direct and indirect emissions, refer to the GHG Protocol FAQs.

 

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Carbon Value-at-Risk | European Company Analysis was last modified: February 13th, 2018 by admin