Thunder Power Value At Risk

AIEV OTC   0.18  -0.02  -10.00%   
Current and historical Value At Risk readings for Thunder Power Holdings are documented here alongside peer-relative positioning. Readings recalculate as new trading sessions complete, incorporating the latest market data. Thunder Power Volatility and Thunder Power Price History offer additional context on Thunder Power.
  

Current Value At Risk Value

Thunder Power has a Value At Risk of -19.44, indicating the estimated maximum daily loss at the given confidence level. This indicates substantial tail risk — there is approximately a 5% probability that Thunder Power could lose more than -19.44 in a single day.

Value At Risk

 = 

ER[a] x N

+

(Z-SCORE x STD x SQRT (N))

 = 
-19.44
ER[a] = Expected return on investing in Thunder Power
STD =   Standard Deviation of Thunder Power
N = Number of points for the period
Z-SCORE = Number of standard deviations above or below the mean

Value At Risk Peers Comparison

Among sector peers, Thunder Power's Value At Risk of -19.4444 is above the -20.54 group average. The range runs from -87.4375 (Carbon Revolution Public) to 0.0 (). Thunder Power carries higher tail risk than the peer average at the given confidence level.

Value At Risk Relative To Other Indicators

The chart below plots Value At Risk against Maximum Drawdown for Thunder Power and its peers. Each point represents one equity — position along the horizontal axis shows Value At Risk while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Thunder Power to Peers

Methodology, Assumptions & Data Sources

Thunder Power has a current Value At Risk reading of -19.44. The Value At Risk for Thunder Power applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.

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