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The paper deals with measurement of financial performance of the company, which is conditioned with market and macroeconomic changes. We used financial risk measure Earning-at-Risk that can be applied to non-financial enterprises and it is similarly to Cash-flow-at-Risk method. The methodology of study is based on measurement of dependence between financial performance and market and macroeconomic risk factors. This relation is quantified using multiple regression models. We emphasize respect for assumptions of th...